| Total Pnl | Avg Pnl | Sharpe | Win % | Count Entries | ||
|---|---|---|---|---|---|---|
| ticker | direction | |||||
| @AD# | Long | $386,960 | $1.5 | 0.4 | 39.3% | 2,154 |
| Short | $234,600 | $1.3 | 0.3 | 39.1% | 1,458 | |
| @BO# | Long | $-736,320 | $-3.6 | -1.6 | 38.5% | 1,223 |
| Short | $-86,412 | $-0.9 | -0.3 | 44.1% | 911 | |
| @BP# | Long | $-520,687 | $-1.1 | -0.4 | 41.5% | 2,064 |
| Short | $563,169 | $2.6 | 0.8 | 45.3% | 1,548 | |
| @C# | Long | $-590,600 | $-3.1 | -1.6 | 33.2% | 1,269 |
| Short | $-75,262 | $-0.3 | -0.3 | 37.0% | 851 | |
| @CC# | Long | $-2,103,080 | $-5.9 | -1.3 | 41.5% | 2,064 |
| Short | $-299,200 | $-1.6 | -0.4 | 45.7% | 1,548 | |
| @CD# | Long | $-364,625 | $-0.8 | -0.3 | 43.2% | 2,064 |
| Short | $-45,835 | $-0.2 | -0.0 | 44.5% | 1,548 | |
| @CT# | Long | $-1,066,640 | $-7.5 | -1.2 | 44.8% | 1,338 |
| Short | $-231,160 | $5.7 | 1.0 | 49.9% | 1,006 | |
| @DX# | Long | $902,765 | $3.2 | 1.3 | 49.4% | 2,080 |
| Short | $450,390 | $3.0 | 1.2 | 45.8% | 1,532 | |
| @ES# | Long | $1,002,825 | $1.8 | 0.1 | 51.4% | 2,064 |
| Short | $916,825 | $5.3 | 0.3 | 48.9% | 1,548 | |
| @EU# | Long | $617,456 | $2.1 | 0.6 | 43.6% | 2,064 |
| Short | $544,956 | $2.3 | 0.6 | 47.9% | 1,548 | |
| @GF# | Long | $925,100 | $-12.2 | 0.0 | 45.5% | 1,237 |
| Short | $-2,840,313 | $-12.9 | -2.3 | 41.1% | 920 | |
| @HE# | Long | $-891,550 | $-4.3 | -0.9 | 44.2% | 1,200 |
| Short | $-352,040 | $-2.4 | -0.5 | 46.0% | 900 | |
| @JY# | Long | $544,606 | $2.0 | 0.6 | 44.3% | 2,064 |
| Short | $-129,350 | $-0.1 | -0.1 | 43.6% | 1,548 | |
| @KC# | Long | $-297,113 | $-0.8 | -0.0 | 44.0% | 2,064 |
| Short | $-1,766,906 | $-7.5 | -0.8 | 44.5% | 1,548 | |
| @KW# | Long | $-237,800 | $-0.9 | -0.1 | 43.2% | 1,200 |
| Short | $-417,912 | $-3.1 | -0.7 | 44.4% | 900 | |
| @LE# | Long | $2,094,050 | $8.3 | 1.3 | 50.4% | 1,200 |
| Short | $-2,451,600 | $-17.0 | -2.9 | 36.7% | 900 | |
| @MFS# | Long | $2,517,215 | $7.6 | 1.0 | 54.3% | 2,064 |
| Short | $-47,740 | $0.9 | 0.1 | 48.2% | 1,548 | |
| @MME# | Long | $-185,840 | $-0.7 | -0.1 | 48.5% | 2,064 |
| Short | $-327,390 | $-0.5 | -0.2 | 45.5% | 1,548 | |
| @NQ# | Long | $7,182,145 | $16.8 | 0.6 | 54.1% | 2,064 |
| Short | $-4,708,435 | $-17.7 | -0.7 | 47.2% | 1,548 | |
| @PX# | Long | $-42,220 | $0.1 | -0.0 | 41.5% | 2,109 |
| Short | $-60,190 | $-0.2 | -0.1 | 42.8% | 1,503 | |
| @RTY# | Long | $-186,790 | $-5.6 | -0.3 | 50.9% | 2,064 |
| Short | $-458,210 | $-0.0 | -0.0 | 47.7% | 1,548 | |
| @S# | Long | $-1,975,712 | $1.1 | -2.2 | 40.3% | 1,326 |
| Short | $442,675 | $-2.0 | -0.7 | 43.8% | 978 | |
| @SB# | Long | $-634,133 | $-2.4 | -0.9 | 41.8% | 1,386 |
| Short | $-958,373 | $-6.2 | -2.2 | 38.2% | 966 | |
| @SF# | Long | $362,325 | $1.8 | 0.4 | 40.7% | 2,174 |
| Short | $-13,875 | $0.2 | -0.0 | 41.8% | 1,438 | |
| @SM# | Long | $-1,390,800 | $-3.2 | -1.9 | 41.6% | 1,260 |
| Short | $571,650 | $29.0 | 0.9 | 51.8% | 993 | |
| @UB# | Long | $-3,057,969 | $-10.2 | -0.6 | 42.1% | 2,130 |
| Short | $-904,594 | $-2.6 | -0.3 | 40.2% | 1,482 | |
| @US# | Long | $-3,917,781 | $-10.9 | -1.6 | 32.2% | 2,309 |
| Short | $-877,094 | $-4.0 | -1.0 | 31.9% | 1,303 | |
| @W# | Long | $-601,775 | $0.4 | -0.6 | 45.4% | 1,296 |
| Short | $-584,050 | $-7.9 | -1.2 | 40.0% | 945 | |
| @YM# | Long | $4,260,475 | $10.5 | 0.7 | 53.2% | 2,064 |
| Short | $1,131,925 | $5.5 | 0.4 | 48.4% | 1,548 | |
| CRD# | Long | $-1,539,940 | $-5.7 | -0.6 | 48.1% | 2,064 |
| Short | $-1,942,760 | $-10.0 | -0.9 | 44.4% | 1,548 | |
| EB# | Long | $-2,962,980 | $-8.1 | -0.8 | 47.8% | 2,064 |
| Short | $-1,356,680 | $-6.8 | -0.5 | 47.6% | 1,548 | |
| GAS# | Long | $-1,350,750 | $-2.5 | -0.4 | 42.7% | 2,064 |
| Short | $-4,225,800 | $-18.2 | -2.0 | 39.4% | 1,548 | |
| IHO# | Long | $-1,806,160 | $-8.9 | -0.8 | 46.5% | 2,064 |
| Short | $-745,315 | $-7.4 | -0.6 | 45.5% | 1,548 | |
| IRB# | Long | $-1,012,935 | $-6.0 | -0.5 | 48.2% | 2,064 |
| Short | $1,080,769 | $10.9 | 0.5 | 50.6% | 1,548 | |
| QBZ# | Long | $-2,994,950 | $-10.0 | -0.9 | 47.6% | 2,064 |
| Short | $-1,039,820 | $-6.1 | -0.5 | 47.6% | 1,548 | |
| QCL# | Long | $-912,290 | $-3.5 | -0.4 | 48.5% | 2,064 |
| Short | $-1,484,870 | $-6.1 | -0.6 | 44.9% | 1,548 | |
| QGC# | Long | $-2,567,800 | $-7.1 | -0.8 | 45.1% | 2,064 |
| Short | $113,330 | $1.5 | 0.1 | 45.4% | 1,548 | |
| QHG# | Long | $-2,695,725 | $-6.7 | -1.1 | 42.7% | 2,064 |
| Short | $-1,762,062 | $-6.8 | -1.4 | 40.2% | 1,548 | |
| QHO# | Long | $-3,720,209 | $-10.3 | -1.0 | 46.9% | 2,064 |
| Short | $-3,219,397 | $-14.1 | -1.2 | 44.4% | 1,548 | |
| QNG# | Long | $-3,736,150 | $-10.8 | -1.5 | 43.6% | 2,064 |
| Short | $-1,257,440 | $-5.2 | -0.8 | 44.9% | 1,548 | |
| QPA# | Long | $-5,220,665 | $-35.2 | -2.7 | 37.8% | 2,064 |
| Short | $-2,828,300 | $-27.0 | -2.4 | 41.2% | 1,548 | |
| QPL# | Long | $-1,206,340 | $-3.0 | -0.3 | 46.1% | 2,064 |
| Short | $-4,144,130 | $-18.5 | -1.4 | 43.7% | 1,548 | |
| QRB# | Long | $-2,840,250 | $-7.6 | -0.7 | 47.9% | 2,064 |
| Short | $-1,168,310 | $-6.1 | -0.6 | 46.5% | 1,548 | |
| QSI# | Long | $-3,153,425 | $-9.1 | -0.7 | 42.9% | 2,076 |
| Short | $-1,801,825 | $-8.2 | -0.6 | 41.3% | 1,536 |
| Total Pnl | Avg Pnl | Sharpe | Win % | Count Entries | ||
|---|---|---|---|---|---|---|
| ticker | direction | |||||
| @AD# | Long | $3,195 | $10.7 | 3.4 | 55.5% | 4 |
| Short | $805 | $10.6 | 2.9 | 55.3% | 1 | |
| @BO# | Short | $2,652 | $6.6 | 3.1 | 57.8% | 5 |
| @BP# | Long | $2,025 | $8.4 | 4.0 | 56.6% | 3 |
| Short | $25,350 | $11.9 | 2.9 | 57.8% | 26 | |
| @C# | Long | $888 | $10.8 | 4.9 | 56.1% | 1 |
| Short | $788 | $9.6 | 4.1 | 58.5% | 1 | |
| @CC# | Long | $950 | $11.4 | 5.8 | 55.4% | 1 |
| Short | $14,950 | $13.3 | 2.9 | 56.3% | 12 | |
| @CD# | Long | $3,295 | $6.7 | 3.1 | 56.4% | 6 |
| Short | $395 | $4.8 | 3.2 | 57.3% | 1 | |
| @CT# | Long | $8,840 | $16.6 | 4.0 | 60.7% | 10 |
| Short | $48,800 | $62.8 | 12.9 | 77.2% | 96 | |
| @DX# | Long | $239,530 | $8.1 | 2.9 | 58.7% | 292 |
| Short | $32,985 | $8.8 | 3.3 | 56.9% | 48 | |
| @ES# | Long | $299,262 | $41.9 | 2.7 | 59.2% | 57 |
| Short | $509,262 | $57.8 | 3.2 | 59.3% | 90 | |
| @EU# | Long | $5,500 | $13.4 | 3.6 | 58.0% | 5 |
| Short | $72,756 | $10.3 | 2.7 | 57.9% | 56 | |
| @GF# | Long | $432,800 | $30.8 | 2.7 | 57.3% | 67 |
| @HE# | Long | $13,910 | $15.0 | 2.9 | 56.9% | 12 |
| Short | $2,480 | $16.0 | 2.3 | 56.8% | 2 | |
| @JY# | Long | $52,919 | $13.9 | 3.6 | 58.1% | 45 |
| Short | $13,581 | $12.9 | 2.8 | 57.3% | 13 | |
| @KC# | Long | $13,744 | $19.3 | 3.3 | 57.7% | 8 |
| Short | $9,019 | $22.1 | 3.1 | 57.5% | 5 | |
| @KW# | Long | $5,162 | $15.7 | 4.0 | 58.5% | 4 |
| @LE# | Long | $1,868,110 | $22.8 | 3.4 | 60.0% | 348 |
| @MFS# | Long | $1,368,675 | $23.8 | 3.0 | 60.4% | 411 |
| Short | $139,215 | $28.5 | 3.3 | 58.4% | 72 | |
| @MME# | Long | $159,030 | $14.6 | 3.0 | 57.5% | 88 |
| Short | $37,550 | $13.1 | 3.0 | 56.8% | 34 | |
| @NQ# | Long | $2,342,855 | $63.9 | 2.7 | 59.9% | 214 |
| Short | $247,260 | $64.0 | 3.0 | 58.4% | 40 | |
| @PX# | Long | $1,000 | $7.2 | 3.8 | 56.5% | 2 |
| Short | $590 | $4.0 | 2.7 | 58.9% | 2 | |
| @RTY# | Long | $341,270 | $41.7 | 2.7 | 57.4% | 41 |
| Short | $261,950 | $47.2 | 2.9 | 58.6% | 56 | |
| @S# | Long | $30,250 | $31.9 | 5.5 | 65.7% | 9 |
| Short | $145,825 | $13.4 | 2.8 | 57.5% | 74 | |
| @SB# | Long | $3,282 | $15.7 | 4.0 | 66.3% | 16 |
| Short | $2,531 | $26.2 | 6.0 | 68.2% | 18 | |
| @SF# | Long | $14,650 | $15.9 | 3.5 | 57.1% | 14 |
| Short | $4,675 | $15.3 | 3.4 | 58.3% | 5 | |
| @SM# | Long | $10,740 | $11.6 | 2.3 | 55.7% | 3 |
| Short | $37,740 | $11.2 | 2.7 | 56.6% | 28 | |
| @UB# | Long | $6,156 | $39.7 | 2.4 | 57.4% | 2 |
| @W# | Long | $125 | $62.5 | 56.1 | 100.0% | 1 |
| @YM# | Long | $2,026,520 | $35.0 | 2.6 | 58.0% | 321 |
| Short | $318,275 | $38.4 | 2.7 | 58.7% | 74 | |
| CRD# | Long | $296,800 | $25.4 | 2.6 | 59.7% | 75 |
| Short | $1,600 | $21.9 | 2.9 | 56.2% | 1 | |
| EB# | Long | $28,680 | $23.2 | 2.3 | 57.1% | 7 |
| Short | $60,750 | $36.5 | 3.2 | 57.7% | 20 | |
| GAS# | Long | $41,425 | $35.5 | 3.7 | 56.3% | 11 |
| Short | $6,250 | $18.8 | 3.0 | 56.3% | 4 | |
| IHO# | Long | $237,258 | $37.0 | 2.9 | 58.6% | 87 |
| Short | $175,522 | $42.6 | 3.2 | 58.2% | 70 | |
| IRB# | Long | $556,681 | $41.3 | 3.4 | 59.3% | 184 |
| Short | $936,852 | $63.2 | 3.6 | 60.8% | 244 | |
| QBZ# | Long | $33,070 | $22.6 | 2.8 | 57.9% | 13 |
| Short | $55,570 | $31.6 | 2.8 | 56.8% | 18 | |
| QCL# | Long | $348,070 | $20.2 | 2.6 | 58.8% | 81 |
| Short | $26,650 | $46.3 | 4.0 | 57.0% | 7 | |
| QGC# | Long | $5,670 | $34.6 | 2.7 | 65.2% | 2 |
| Short | $91,090 | $36.4 | 3.3 | 57.6% | 26 | |
| QHG# | Short | $1,937 | $23.3 | 2.6 | 55.4% | 1 |
| QHO# | Long | $269,447 | $29.9 | 2.4 | 57.9% | 53 |
| QNG# | Long | $3,820 | $15.9 | 3.4 | 57.1% | 3 |
| Short | $4,330 | $18.0 | 2.9 | 58.8% | 3 | |
| QPA# | Long | $212,875 | $59.8 | 3.8 | 57.9% | 37 |
| Short | $30,202 | $38.1 | 3.3 | 61.0% | 18 | |
| QPL# | Long | $43,880 | $42.1 | 3.4 | 59.3% | 10 |
| QRB# | Long | $653,318 | $32.3 | 2.7 | 58.0% | 125 |
| Short | $88,154 | $42.9 | 2.9 | 57.6% | 25 | |
| QSI# | Long | $2,625 | $31.6 | 2.1 | 55.4% | 1 |
| Short | $24,025 | $42.1 | 3.0 | 57.5% | 7 |
| Momentum Entry | Momentum Exit | PnL Exit | Threshold | Avg Pnl | Sharpe | Win % | Count Trades |
|---|---|---|---|---|---|---|---|
| -7 | -6 | 9 | 0.0146% | $16.8 | 4.5 | 56.3% | 71 |
| -9 | -2 | 3 | 0.0398% | $8.8 | 3.3 | 55.3% | 76 |
| -7 | -6 | 5 | 0.0146% | $10.1 | 3.1 | 55.3% | 76 |
| -9 | -3 | 10 | -0.0316% | $10.6 | 2.9 | 55.3% | 76 |
| -7 | -2 | 4 | 0.0302% | $7.2 | 2.8 | 55.1% | 78 |
| Momentum Entry | Momentum Exit | PnL Exit | Threshold | Avg Pnl | Sharpe | Win % | Count Trades |
|---|---|---|---|---|---|---|---|
| -10 | -2 | -1 | -0.1983% | $5.8 | 3.5 | 58.0% | 81 |
| -6 | -2 | -1 | -0.1463% | $5.4 | 3.3 | 56.1% | 82 |
| -4 | -2 | -1 | -0.1214% | $4.7 | 3.3 | 58.0% | 81 |
| -4 | -3 | 0 | -0.0775% | $9.3 | 3.2 | 59.3% | 81 |
| -6 | -5 | 3 | -0.0687% | $7.5 | 2.1 | 57.5% | 80 |
| Momentum Entry | Momentum Exit | PnL Exit | Threshold | Avg Pnl | Sharpe | Win % | Count Trades |
|---|---|---|---|---|---|---|---|
| -9 | -8 | -2 | 0.0143% | $14.0 | 5.6 | 55.6% | 81 |
| -9 | -2 | 6 | -0.0363% | $13.6 | 4.6 | 56.8% | 81 |
| -9 | -8 | -5 | 0.0143% | $7.5 | 4.3 | 56.2% | 80 |
| -6 | -5 | 8 | -0.0147% | $15.8 | 3.8 | 60.8% | 79 |
| -6 | -5 | 10 | -0.0147% | $16.6 | 3.7 | 59.5% | 79 |
| -6 | -5 | 9 | -0.0147% | $15.7 | 3.6 | 59.5% | 79 |
| -9 | -5 | 6 | -0.0243% | $15.7 | 3.5 | 55.6% | 81 |
| -6 | -5 | 7 | -0.0147% | $13.7 | 3.4 | 58.0% | 81 |
| -9 | -5 | 10 | -0.0243% | $14.4 | 3.3 | 55.6% | 81 |
| -6 | -5 | 4 | -0.0147% | $13.5 | 3.3 | 61.3% | 80 |
| -6 | -5 | 6 | -0.0147% | $13.2 | 3.0 | 59.3% | 81 |
| -9 | -5 | 4 | -0.0243% | $12.8 | 3.0 | 56.1% | 82 |
| -7 | -5 | 4 | -0.0157% | $12.7 | 2.9 | 58.8% | 80 |
| -6 | -5 | 5 | -0.0147% | $12.3 | 2.9 | 62.5% | 80 |
| -6 | -5 | 1 | -0.0147% | $9.0 | 2.8 | 55.6% | 81 |
| -9 | -5 | 5 | -0.0243% | $12.4 | 2.8 | 56.8% | 81 |
| -6 | -5 | 0 | -0.0147% | $8.6 | 2.7 | 60.5% | 81 |
| -7 | -5 | 8 | -0.0157% | $12.0 | 2.7 | 62.0% | 79 |
| -6 | -5 | 3 | -0.0147% | $10.3 | 2.6 | 56.8% | 81 |
| -7 | -4 | 8 | -0.0232% | $10.0 | 2.5 | 56.8% | 81 |
| -7 | -4 | 10 | -0.0232% | $10.1 | 2.3 | 56.2% | 80 |
| -6 | -3 | -1 | 0.0243% | $3.6 | 2.2 | 58.0% | 81 |
| -8 | -5 | 10 | -0.0226% | $10.1 | 2.2 | 55.6% | 81 |
| -7 | -6 | 4 | -0.0146% | $9.8 | 2.2 | 57.5% | 80 |
| -7 | -5 | 8 | -0.0080% | $7.6 | 2.2 | 56.1% | 155 |
| -7 | -5 | 6 | -0.0157% | $10.0 | 2.2 | 56.8% | 81 |
| -7 | -5 | 9 | -0.0157% | $9.8 | 2.2 | 57.5% | 80 |
| -7 | -5 | 5 | -0.0157% | $9.7 | 2.1 | 55.6% | 81 |
| -7 | -5 | 3 | -0.0157% | $8.9 | 2.1 | 55.6% | 81 |
| Momentum Entry | Momentum Exit | PnL Exit | Threshold | Avg Pnl | Sharpe | Win % | Count Trades |
|---|---|---|---|---|---|---|---|
| -10 | -3 | 0 | 0.1568% | $10.8 | 4.9 | 56.1% | 82 |
| -10 | -8 | -2 | -0.0894% | $9.6 | 4.1 | 58.5% | 82 |
| Momentum Entry | Momentum Exit | PnL Exit | Threshold | Avg Pnl | Sharpe | Win % | Count Trades |
|---|---|---|---|---|---|---|---|
| -4 | -3 | -2 | 0.1396% | $11.4 | 5.8 | 55.4% | 83 |
| -10 | -9 | 5 | -0.1210% | $20.1 | 4.3 | 57.3% | 82 |
| -10 | -9 | 4 | -0.1210% | $19.3 | 4.0 | 56.8% | 81 |
| -10 | -9 | 6 | -0.1210% | $18.3 | 3.8 | 56.8% | 81 |
| -10 | -9 | 10 | -0.1210% | $18.3 | 3.4 | 55.1% | 78 |
| -10 | -9 | 9 | -0.1210% | $18.1 | 3.4 | 55.1% | 78 |
| -5 | -2 | 6 | -0.2534% | $10.0 | 2.8 | 60.0% | 80 |
| -10 | -8 | -1 | -0.0938% | $10.9 | 2.5 | 55.5% | 164 |
| -5 | -2 | 8 | -0.2534% | $10.1 | 2.4 | 55.6% | 81 |
| -10 | -8 | -1 | -0.1689% | $9.4 | 2.2 | 56.1% | 82 |
| -5 | -2 | 7 | -0.2534% | $8.8 | 2.2 | 55.6% | 81 |
| -4 | -3 | 2 | -0.0842% | $7.7 | 2.1 | 55.5% | 164 |
| -4 | -3 | 6 | -0.0842% | $8.0 | 2.1 | 56.1% | 157 |
| Momentum Entry | Momentum Exit | PnL Exit | Threshold | Avg Pnl | Sharpe | Win % | Count Trades |
|---|---|---|---|---|---|---|---|
| -7 | -3 | -1 | 0.0262% | $5.9 | 4.0 | 56.1% | 82 |
| -7 | -5 | -1 | 0.0193% | $7.6 | 3.5 | 55.6% | 81 |
| -5 | -4 | -1 | 0.0133% | $6.5 | 3.2 | 56.1% | 82 |
| -5 | -2 | 0 | -0.0202% | $4.8 | 3.2 | 57.3% | 82 |
| -9 | -3 | -1 | 0.0329% | $4.1 | 2.8 | 57.3% | 82 |
| -6 | -4 | 10 | 0.0199% | $8.3 | 2.4 | 56.2% | 80 |
| -6 | -4 | 8 | 0.0199% | $8.1 | 2.4 | 57.3% | 82 |
| Momentum Entry | Momentum Exit | PnL Exit | Threshold | Avg Pnl | Sharpe | Win % | Count Trades |
|---|---|---|---|---|---|---|---|
| -9 | -6 | 5 | -0.1399% | $73.3 | 92.5 | 100.0% | 3 |
| -8 | -7 | 5 | -0.0722% | $97.5 | 62.5 | 100.0% | 2 |
| -8 | -5 | 5 | -0.1409% | $67.5 | 60.6 | 100.0% | 2 |
| -9 | -7 | 5 | -0.0620% | $85.0 | 30.8 | 100.0% | 4 |
| -10 | -6 | 5 | -0.0906% | $53.0 | 28.3 | 100.0% | 5 |
| -6 | -4 | 5 | -0.0751% | $182.5 | 26.4 | 100.0% | 2 |
| -5 | -4 | 5 | -0.0937% | $182.5 | 26.4 | 100.0% | 2 |
| -5 | -4 | 5 | -0.0525% | $182.5 | 26.4 | 100.0% | 2 |
| -7 | -5 | 5 | -0.1124% | $55.0 | 24.7 | 100.0% | 2 |
| -7 | -6 | 5 | -0.0751% | $50.0 | 22.2 | 100.0% | 4 |
| -8 | -5 | 5 | -0.0825% | $42.5 | 20.9 | 100.0% | 4 |
| -6 | -3 | 5 | -0.1448% | $177.5 | 20.4 | 100.0% | 2 |
| -9 | -5 | 5 | -0.0983% | $46.7 | 19.4 | 100.0% | 3 |
| -3 | -2 | 5 | -0.1103% | $115.0 | 18.4 | 100.0% | 2 |
| -9 | -7 | 5 | -0.0340% | $65.0 | 17.6 | 80.0% | 5 |
| -8 | -5 | 5 | -0.0501% | $50.8 | 17.6 | 100.0% | 6 |
| -7 | -2 | 5 | -0.2044% | $142.5 | 17.3 | 100.0% | 2 |
| -6 | -2 | 5 | -0.1935% | $142.5 | 17.3 | 100.0% | 2 |
| -7 | -5 | 5 | -0.0657% | $34.0 | 15.8 | 80.0% | 5 |
| -8 | -4 | 5 | -0.1052% | $150.0 | 15.3 | 100.0% | 2 |
| -9 | -4 | 5 | -0.1163% | $150.0 | 15.3 | 100.0% | 2 |
| -9 | -4 | 5 | -0.1902% | $150.0 | 15.3 | 100.0% | 2 |
| -8 | -4 | 5 | -0.1623% | $150.0 | 15.3 | 100.0% | 2 |
| -10 | -4 | 5 | -0.2000% | $150.0 | 15.3 | 100.0% | 2 |
| -5 | -3 | 5 | -0.1334% | $123.3 | 14.5 | 100.0% | 3 |
| -8 | -3 | 5 | -0.1123% | $97.0 | 14.2 | 80.0% | 5 |
| -9 | -3 | 5 | -0.1325% | $97.0 | 14.2 | 80.0% | 5 |
| -8 | -7 | 5 | -0.0256% | $51.3 | 14.1 | 75.0% | 4 |
| -8 | -7 | 5 | -0.0450% | $51.3 | 14.1 | 75.0% | 4 |
| -5 | -2 | 5 | -0.1118% | $79.0 | 13.9 | 80.0% | 5 |
| -8 | -3 | 5 | -0.0719% | $86.7 | 13.7 | 83.3% | 6 |
| -7 | -4 | 5 | -0.0850% | $100.0 | 13.7 | 75.0% | 4 |
| -8 | -6 | 5 | -0.0593% | $38.3 | 13.6 | 83.3% | 6 |
| -9 | -6 | 5 | -0.0776% | $38.3 | 13.6 | 83.3% | 6 |
| -8 | -6 | 5 | -0.1054% | $46.2 | 13.3 | 75.0% | 4 |
| -7 | -6 | 5 | -0.0422% | $37.5 | 13.2 | 83.3% | 6 |
| -8 | -6 | 5 | -0.0372% | $34.3 | 12.9 | 85.7% | 7 |
| -9 | -4 | 5 | -0.0671% | $85.0 | 12.8 | 80.0% | 5 |
| -8 | -2 | 5 | -0.1332% | $76.0 | 12.6 | 80.0% | 5 |
| -9 | -2 | 5 | -0.1595% | $76.0 | 12.6 | 80.0% | 5 |
| -8 | -4 | 5 | -0.0603% | $76.7 | 12.6 | 83.3% | 6 |
| -3 | -2 | 5 | -0.0640% | $81.7 | 12.4 | 66.7% | 6 |
| -8 | -2 | 5 | -0.0794% | $68.3 | 12.4 | 83.3% | 6 |
| -5 | -3 | 5 | -0.0751% | $88.0 | 12.2 | 80.0% | 5 |
| -5 | -2 | 5 | -0.1816% | $95.0 | 12.2 | 66.7% | 3 |
| -9 | -8 | 5 | -0.0403% | $65.0 | 12.2 | 100.0% | 2 |
| -4 | -2 | 5 | -0.0956% | $25.8 | 12.1 | 66.7% | 6 |
| -10 | -2 | 5 | -0.1596% | $82.5 | 12.0 | 75.0% | 4 |
| -5 | -4 | 5 | -0.0302% | $73.3 | 11.7 | 83.3% | 6 |
| -7 | -4 | 5 | -0.0499% | $73.3 | 11.7 | 66.7% | 6 |
| -3 | -2 | 5 | -0.0380% | $60.5 | 11.5 | 70.0% | 10 |
| -7 | -3 | 5 | -0.1002% | $92.5 | 11.4 | 75.0% | 4 |
| -9 | -5 | 5 | -0.0591% | $97.1 | 11.3 | 85.7% | 7 |
| -4 | -2 | 5 | -0.0516% | $55.7 | 10.4 | 71.4% | 7 |
| -10 | -2 | 5 | -0.0910% | $56.4 | 10.4 | 71.4% | 7 |
| -9 | -2 | 5 | -0.0911% | $60.8 | 10.3 | 66.7% | 6 |
| -7 | -3 | 5 | -0.0627% | $66.7 | 9.9 | 83.3% | 6 |
| -3 | -2 | 5 | 0.0128% | $35.8 | 9.7 | 66.7% | 6 |
| -6 | -4 | 5 | -0.0462% | $74.0 | 9.7 | 80.0% | 5 |
| -5 | -2 | 5 | -0.0636% | $51.4 | 9.3 | 57.1% | 7 |
| -7 | -2 | 5 | -0.0741% | $48.1 | 9.3 | 62.5% | 8 |
| -7 | -5 | 5 | -0.0454% | $80.7 | 9.2 | 85.7% | 7 |
| -7 | -5 | 5 | 0.0649% | $36.7 | 8.6 | 66.7% | 3 |
| -9 | -3 | 5 | -0.0815% | $65.8 | 8.5 | 66.7% | 6 |
| -6 | -2 | 5 | -0.0677% | $45.7 | 8.2 | 57.1% | 7 |
| -4 | -3 | 5 | -0.0886% | $28.3 | 8.0 | 66.7% | 3 |
| -7 | -6 | 5 | -0.0277% | $22.8 | 8.0 | 77.8% | 9 |
| -10 | -3 | 5 | -0.0758% | $58.3 | 7.5 | 66.7% | 6 |
| -10 | -7 | 5 | -0.0734% | $38.8 | 7.5 | 75.0% | 4 |
| -10 | -4 | 5 | -0.1201% | $62.5 | 7.1 | 75.0% | 4 |
| -6 | -5 | 5 | -0.0273% | $74.0 | 6.5 | 60.0% | 5 |
| -6 | -3 | 5 | -0.0553% | $52.0 | 5.9 | 60.0% | 5 |
| -6 | -3 | 5 | -0.0960% | $52.0 | 5.9 | 60.0% | 5 |
| -4 | -3 | 5 | -0.0507% | $18.3 | 4.3 | 66.7% | 6 |
| -9 | -7 | -5 | -0.1121% | $12.8 | 4.3 | 56.8% | 81 |
| -9 | -8 | 5 | -0.0244% | $41.1 | 4.2 | 55.6% | 9 |
| -10 | -5 | 5 | -0.1051% | $17.5 | 4.2 | 75.0% | 4 |
| -9 | -4 | 5 | 0.1146% | $18.3 | 3.4 | 66.7% | 3 |
| -8 | -4 | 5 | 0.0975% | $18.3 | 3.4 | 66.7% | 3 |
| -10 | -7 | 5 | -0.0409% | $22.5 | 3.4 | 66.7% | 6 |
| -10 | -9 | -6 | 0.0743% | $13.3 | 3.4 | 61.7% | 81 |
| -9 | -8 | -2 | -0.0403% | $15.7 | 3.4 | 56.8% | 162 |
| -9 | -8 | -1 | -0.0403% | $18.6 | 3.3 | 57.4% | 162 |
| -9 | -8 | -2 | -0.0820% | $15.8 | 3.2 | 60.5% | 81 |
| -10 | -8 | 5 | -0.0603% | $20.0 | 3.2 | 66.7% | 3 |
| -9 | -8 | -3 | -0.0820% | $15.1 | 3.2 | 60.5% | 81 |
| -9 | -8 | -3 | -0.0403% | $13.7 | 3.2 | 55.6% | 162 |
| -8 | -4 | -2 | -0.1623% | $10.6 | 2.9 | 56.8% | 81 |
| -9 | -8 | -4 | -0.0403% | $11.0 | 2.8 | 57.1% | 161 |
| -10 | -8 | -5 | -0.1075% | $10.6 | 2.8 | 55.6% | 81 |
| -4 | -3 | -2 | -0.0507% | $7.2 | 2.7 | 58.3% | 163 |
| -9 | -6 | 5 | -0.0421% | $12.5 | 2.7 | 75.0% | 8 |
| -10 | -8 | -4 | -0.1075% | $11.0 | 2.7 | 56.8% | 81 |
| -9 | -6 | -5 | -0.1399% | $6.8 | 2.7 | 59.3% | 81 |
| -9 | -7 | -3 | -0.0340% | $9.2 | 2.6 | 55.1% | 243 |
| -10 | -8 | -2 | -0.1075% | $13.6 | 2.6 | 56.8% | 81 |
| -9 | -8 | -5 | -0.0403% | $8.6 | 2.5 | 59.9% | 162 |
| -10 | -9 | -5 | 0.0743% | $10.4 | 2.5 | 56.8% | 81 |
| -9 | -8 | -4 | 0.0237% | $8.8 | 2.5 | 55.1% | 243 |
| -9 | -8 | -3 | 0.0416% | $10.0 | 2.4 | 55.6% | 162 |
| -9 | -8 | -5 | -0.0820% | $9.7 | 2.4 | 61.7% | 81 |
| -9 | -8 | -4 | -0.0820% | $10.1 | 2.4 | 58.8% | 80 |
| -9 | -8 | -3 | 0.0237% | $9.7 | 2.4 | 55.1% | 243 |
| -5 | -3 | -2 | -0.1334% | $6.6 | 2.2 | 59.8% | 82 |
| -10 | -7 | -6 | 0.1211% | $4.6 | 2.0 | 55.6% | 81 |
| -5 | -3 | -2 | -0.0751% | $5.3 | 2.0 | 57.7% | 163 |
| Momentum Entry | Momentum Exit | PnL Exit | Threshold | Avg Pnl | Sharpe | Win % | Count Trades |
|---|---|---|---|---|---|---|---|
| -6 | -5 | 7 | 0.0100% | $18.0 | 6.4 | 63.5% | 63 |
| -4 | -2 | 6 | 0.0154% | $13.2 | 5.7 | 56.8% | 74 |
| -6 | -2 | 4 | 0.0206% | $11.1 | 5.6 | 60.3% | 63 |
| -10 | -3 | -2 | -0.0257% | $5.7 | 5.2 | 58.1% | 74 |
| -6 | -5 | 1 | 0.0100% | $12.4 | 5.1 | 62.3% | 69 |
| -8 | -3 | 0 | -0.0206% | $8.3 | 5.0 | 58.1% | 74 |
| -5 | -2 | 6 | 0.0162% | $9.6 | 4.9 | 56.9% | 72 |
| -10 | -3 | 7 | 0.0264% | $13.0 | 4.9 | 63.6% | 66 |
| -6 | -5 | 8 | 0.0100% | $14.2 | 4.9 | 58.6% | 58 |
| -5 | -3 | -1 | -0.0156% | $6.9 | 4.8 | 59.0% | 78 |
| -6 | -5 | 10 | 0.0100% | $14.9 | 4.8 | 65.7% | 67 |
| -7 | -4 | -2 | -0.0155% | $7.5 | 4.8 | 56.3% | 71 |
| -6 | -5 | 0 | 0.0100% | $10.1 | 4.8 | 61.4% | 70 |
| -6 | -3 | -1 | -0.0161% | $6.4 | 4.7 | 58.9% | 73 |
| -10 | -4 | 7 | 0.0221% | $13.5 | 4.7 | 62.5% | 64 |
| -6 | -2 | 3 | 0.0206% | $8.5 | 4.6 | 56.3% | 71 |
| -8 | -3 | -2 | -0.0206% | $5.2 | 4.6 | 58.1% | 74 |
| -10 | -3 | 4 | 0.0264% | $13.4 | 4.6 | 65.6% | 64 |
| -6 | -5 | 9 | 0.0100% | $13.1 | 4.6 | 59.7% | 67 |
| -6 | -2 | 6 | 0.0206% | $9.4 | 4.5 | 59.1% | 66 |
| -6 | -5 | 6 | 0.0100% | $14.4 | 4.5 | 62.9% | 62 |
| -6 | -4 | -1 | -0.0111% | $9.3 | 4.5 | 58.0% | 69 |
| -10 | -3 | 5 | 0.0264% | $13.3 | 4.5 | 68.3% | 63 |
| -6 | -5 | 3 | 0.0100% | $12.5 | 4.4 | 62.7% | 67 |
| -6 | -5 | 2 | 0.0100% | $12.1 | 4.4 | 60.6% | 66 |
| -10 | -3 | 6 | 0.0264% | $11.3 | 4.4 | 61.2% | 67 |
| -6 | -5 | 5 | 0.0100% | $14.7 | 4.4 | 59.3% | 59 |
| -10 | -3 | -1 | -0.0257% | $6.3 | 4.2 | 56.8% | 74 |
| -10 | -4 | 5 | 0.0221% | $13.5 | 4.2 | 65.0% | 60 |
| -5 | -4 | 7 | 0.0103% | $14.6 | 4.2 | 62.1% | 66 |
| -6 | -5 | 7 | 0.0053% | $10.0 | 4.1 | 57.1% | 126 |
| -8 | -3 | 3 | -0.0206% | $10.3 | 4.1 | 55.6% | 72 |
| -6 | -5 | 4 | 0.0100% | $12.5 | 4.1 | 60.0% | 65 |
| -10 | -4 | 6 | 0.0221% | $11.5 | 4.1 | 56.9% | 65 |
| -9 | -2 | 7 | 0.0258% | $10.5 | 4.1 | 57.6% | 66 |
| -7 | -3 | 2 | 0.0199% | $12.8 | 4.0 | 55.9% | 68 |
| -7 | -3 | 4 | 0.0199% | $13.8 | 4.0 | 59.7% | 62 |
| -8 | -3 | 7 | -0.0206% | $12.3 | 4.0 | 55.2% | 67 |
| -7 | -4 | 1 | -0.0155% | $9.1 | 4.0 | 55.2% | 67 |
| -10 | -9 | 10 | 0.0107% | $15.4 | 3.9 | 56.5% | 62 |
| -10 | -3 | 8 | 0.0264% | $10.7 | 3.9 | 67.2% | 58 |
| -8 | -3 | 1 | 0.0207% | $9.7 | 3.9 | 59.7% | 72 |
| -10 | -9 | 1 | 0.0107% | $14.1 | 3.9 | 55.4% | 65 |
| -10 | -4 | 4 | 0.0221% | $11.9 | 3.9 | 59.7% | 62 |
| -10 | -3 | 3 | 0.0264% | $10.4 | 3.9 | 60.9% | 69 |
| -4 | -2 | 2 | 0.0154% | $7.6 | 3.8 | 55.3% | 76 |
| -10 | -2 | 4 | 0.0308% | $8.7 | 3.8 | 56.7% | 67 |
| -6 | -5 | 4 | 0.0053% | $8.9 | 3.7 | 59.2% | 125 |
| -6 | -2 | 7 | 0.0206% | $8.8 | 3.7 | 55.9% | 68 |
| -6 | -3 | 8 | -0.0161% | $12.0 | 3.7 | 58.2% | 67 |
| -6 | -4 | 1 | -0.0111% | $9.7 | 3.7 | 55.2% | 67 |
| -10 | -3 | 7 | 0.0156% | $8.5 | 3.7 | 61.3% | 137 |
| -6 | -3 | 3 | 0.0155% | $11.8 | 3.7 | 58.2% | 67 |
| -10 | -7 | 3 | -0.0161% | $13.5 | 3.6 | 61.3% | 62 |
| -6 | -3 | 7 | -0.0161% | $11.4 | 3.6 | 59.1% | 66 |
| -9 | -3 | 7 | 0.0224% | $13.1 | 3.6 | 64.6% | 65 |
| -6 | -5 | 5 | 0.0053% | $9.0 | 3.6 | 56.6% | 122 |
| -6 | -5 | 1 | 0.0053% | $7.0 | 3.5 | 59.7% | 134 |
| -7 | -3 | 5 | 0.0199% | $12.5 | 3.5 | 63.1% | 65 |
| -7 | -3 | -2 | 0.0199% | $5.5 | 3.5 | 56.2% | 73 |
| -6 | -3 | 4 | 0.0155% | $12.1 | 3.5 | 60.3% | 63 |
| -8 | -3 | 6 | -0.0206% | $11.1 | 3.5 | 57.6% | 66 |
| -8 | -5 | 1 | 0.0160% | $9.8 | 3.5 | 67.1% | 70 |
| -6 | -5 | 10 | 0.0053% | $9.4 | 3.5 | 61.1% | 126 |
| -10 | -3 | 1 | 0.0264% | $8.6 | 3.5 | 56.3% | 71 |
| -9 | -3 | 4 | 0.0224% | $12.0 | 3.5 | 60.6% | 66 |
| -10 | -7 | -2 | -0.0161% | $8.6 | 3.5 | 58.2% | 67 |
| -6 | -3 | 1 | 0.0155% | $9.9 | 3.5 | 56.3% | 71 |
| -10 | -3 | 4 | 0.0156% | $8.2 | 3.4 | 63.3% | 128 |
| -10 | -3 | 5 | 0.0156% | $8.4 | 3.4 | 63.6% | 129 |
| -5 | -4 | 5 | 0.0103% | $12.7 | 3.4 | 59.1% | 66 |
| -8 | -3 | 2 | 0.0207% | $9.3 | 3.4 | 55.1% | 69 |
| -10 | -4 | 8 | 0.0221% | $10.5 | 3.4 | 58.6% | 58 |
| -9 | -2 | 1 | -0.0264% | $5.2 | 3.4 | 56.7% | 67 |
| -6 | -5 | 4 | 0.0051% | $7.1 | 3.4 | 56.2% | 185 |
| -8 | -4 | 1 | 0.0168% | $8.9 | 3.4 | 57.7% | 71 |
| -10 | -7 | 1 | -0.0161% | $11.8 | 3.3 | 56.2% | 64 |
| -10 | -2 | 5 | 0.0308% | $8.3 | 3.3 | 56.1% | 66 |
| -8 | -3 | 4 | 0.0207% | $10.4 | 3.3 | 70.8% | 65 |
| -10 | -3 | 7 | 0.0103% | $6.8 | 3.3 | 57.8% | 204 |
| -3 | -2 | 1 | 0.0105% | $5.9 | 3.3 | 56.1% | 82 |
| -5 | -4 | 2 | 0.0103% | $11.5 | 3.3 | 55.1% | 69 |
| -7 | -3 | 8 | 0.0199% | $12.8 | 3.3 | 65.0% | 60 |
| -9 | -3 | 3 | 0.0055% | $7.3 | 3.3 | 59.4% | 192 |
| -8 | -7 | 1 | 0.0052% | $9.4 | 3.3 | 60.0% | 130 |
| -10 | -6 | 10 | 0.0204% | $12.7 | 3.3 | 62.9% | 62 |
| -7 | -3 | 3 | 0.0199% | $10.4 | 3.3 | 60.0% | 70 |
| -5 | -4 | 6 | 0.0103% | $11.7 | 3.3 | 58.2% | 67 |
| -6 | -5 | 3 | 0.0053% | $7.3 | 3.3 | 57.9% | 133 |
| -5 | -4 | 3 | 0.0103% | $11.2 | 3.3 | 58.6% | 70 |
| -6 | -5 | 9 | 0.0053% | $8.2 | 3.3 | 57.1% | 126 |
| -10 | -7 | -1 | -0.0161% | $9.0 | 3.3 | 55.2% | 67 |
| -10 | -3 | 0 | 0.0264% | $6.7 | 3.3 | 59.5% | 74 |
| -10 | -4 | 3 | 0.0221% | $9.3 | 3.3 | 59.4% | 69 |
| -6 | -5 | 1 | 0.0051% | $5.6 | 3.2 | 56.6% | 198 |
| -6 | -3 | 9 | -0.0161% | $10.7 | 3.2 | 58.2% | 67 |
| -10 | -3 | 3 | 0.0156% | $7.2 | 3.2 | 63.0% | 135 |
| -10 | -3 | 7 | 0.0052% | $6.1 | 3.2 | 56.6% | 265 |
| -7 | -3 | 6 | 0.0199% | $10.9 | 3.2 | 57.4% | 68 |
| -9 | -3 | 8 | 0.0224% | $12.7 | 3.2 | 66.7% | 60 |
| -5 | -4 | 10 | 0.0103% | $12.3 | 3.2 | 56.9% | 72 |
| -9 | -2 | 5 | 0.0258% | $8.0 | 3.2 | 57.8% | 64 |
| -5 | -2 | 7 | 0.0162% | $6.8 | 3.2 | 56.0% | 75 |
| -9 | -3 | 5 | 0.0224% | $11.6 | 3.2 | 61.3% | 62 |
| -10 | -3 | -2 | 0.0264% | $3.6 | 3.1 | 55.4% | 74 |
| -8 | -5 | 5 | 0.0103% | $9.1 | 3.1 | 62.5% | 120 |
| -6 | -5 | 3 | 0.0051% | $6.3 | 3.1 | 56.0% | 193 |
| -10 | -4 | 7 | 0.0154% | $7.7 | 3.1 | 59.2% | 130 |
| -6 | -5 | 8 | 0.0053% | $8.0 | 3.1 | 57.5% | 120 |
| -10 | -2 | 7 | 0.0162% | $6.4 | 3.1 | 56.1% | 139 |
| -6 | -3 | 5 | 0.0155% | $11.3 | 3.1 | 60.7% | 61 |
| -4 | -3 | 8 | 0.0053% | $9.0 | 3.1 | 57.0% | 142 |
| -8 | -3 | 5 | 0.0207% | $10.0 | 3.1 | 68.8% | 64 |
| -8 | -7 | 1 | 0.0101% | $10.7 | 3.1 | 63.2% | 68 |
| -10 | -7 | 2 | -0.0161% | $11.9 | 3.1 | 58.7% | 63 |
| -9 | -2 | 8 | 0.0258% | $9.5 | 3.1 | 56.1% | 57 |
| -10 | -3 | 7 | -0.0257% | $10.3 | 3.1 | 56.9% | 65 |
| -8 | -2 | 1 | -0.0256% | $4.7 | 3.1 | 56.3% | 71 |
| -9 | -3 | 4 | 0.0055% | $7.1 | 3.1 | 57.4% | 183 |
| -10 | -9 | -1 | -0.0053% | $8.2 | 3.1 | 58.6% | 133 |
| -10 | -3 | 9 | -0.0257% | $9.9 | 3.1 | 57.1% | 70 |
| -5 | -4 | 8 | 0.0103% | $12.2 | 3.1 | 57.1% | 63 |
| -9 | -3 | 3 | 0.0224% | $10.1 | 3.1 | 56.5% | 69 |
| -6 | -2 | 7 | -0.0211% | $8.4 | 3.0 | 57.6% | 66 |
| -10 | -3 | 2 | 0.0156% | $6.4 | 3.0 | 56.5% | 138 |
| -10 | -3 | 4 | 0.0052% | $5.8 | 3.0 | 59.3% | 248 |
| -10 | -9 | -2 | -0.0053% | $7.4 | 3.0 | 57.1% | 133 |
| -8 | -4 | 4 | 0.0168% | $9.8 | 3.0 | 59.1% | 66 |
| -7 | -5 | 5 | 0.0112% | $10.2 | 3.0 | 62.9% | 62 |
| -7 | -2 | 5 | 0.0223% | $6.9 | 3.0 | 58.2% | 67 |
| -10 | -3 | 6 | 0.0156% | $6.9 | 3.0 | 56.8% | 132 |
| -10 | -3 | 3 | 0.0103% | $5.9 | 3.0 | 60.5% | 200 |
| -10 | -8 | -1 | -0.0112% | $8.3 | 3.0 | 55.9% | 68 |
| -6 | -5 | 6 | 0.0053% | $8.0 | 3.0 | 55.7% | 122 |
| -9 | -3 | -2 | 0.0224% | $4.8 | 3.0 | 55.6% | 72 |
| -8 | -4 | 5 | 0.0168% | $10.0 | 3.0 | 64.1% | 64 |
| -8 | -5 | 10 | 0.0160% | $10.4 | 3.0 | 63.2% | 68 |
| -10 | -7 | 5 | -0.0161% | $12.3 | 3.0 | 56.5% | 62 |
| -10 | -6 | 9 | 0.0204% | $11.3 | 3.0 | 62.9% | 62 |
| -10 | -9 | -3 | -0.0053% | $5.2 | 2.9 | 58.6% | 133 |
| -5 | -4 | 9 | 0.0103% | $11.5 | 2.9 | 56.9% | 72 |
| -10 | -2 | 5 | 0.0162% | $5.8 | 2.9 | 56.9% | 130 |
| -10 | -4 | 5 | 0.0154% | $7.7 | 2.9 | 61.3% | 124 |
| -6 | -2 | 8 | 0.0206% | $8.0 | 2.9 | 55.7% | 61 |
| -8 | -3 | 7 | 0.0207% | $8.5 | 2.9 | 63.2% | 68 |
| -9 | -8 | 6 | -0.0102% | $12.5 | 2.9 | 55.7% | 61 |
| -6 | -5 | 5 | 0.0051% | $6.4 | 2.9 | 55.4% | 186 |
| -10 | -4 | 10 | 0.0221% | $8.8 | 2.9 | 55.1% | 69 |
| -10 | -3 | 4 | 0.0103% | $6.0 | 2.9 | 59.1% | 193 |
| -8 | -2 | 7 | 0.0257% | $7.4 | 2.9 | 55.7% | 70 |
| -8 | -2 | 6 | 0.0257% | $6.5 | 2.9 | 55.7% | 70 |
| -8 | -2 | 5 | 0.0257% | $7.3 | 2.9 | 60.6% | 66 |
| -6 | -3 | 3 | 0.0051% | $5.6 | 2.9 | 55.6% | 252 |
| -9 | -3 | 6 | 0.0224% | $10.1 | 2.9 | 57.6% | 66 |
| -10 | -3 | 3 | 0.0052% | $5.2 | 2.9 | 58.4% | 262 |
| -10 | -2 | 4 | 0.0162% | $5.4 | 2.8 | 55.1% | 127 |
| -10 | -3 | 6 | 0.0103% | $5.7 | 2.8 | 55.8% | 199 |
| -6 | -5 | 2 | 0.0053% | $6.2 | 2.8 | 56.5% | 131 |
| -8 | -5 | 0 | 0.0160% | $6.8 | 2.8 | 67.1% | 70 |
| -10 | -6 | 5 | 0.0204% | $12.1 | 2.8 | 63.3% | 60 |
| -8 | -5 | 5 | 0.0160% | $10.4 | 2.8 | 63.9% | 61 |
| -8 | -3 | 3 | 0.0207% | $7.8 | 2.8 | 64.8% | 71 |
| -6 | -3 | 3 | 0.0053% | $6.0 | 2.8 | 55.2% | 194 |
| -8 | -5 | 1 | 0.0103% | $6.0 | 2.8 | 61.0% | 136 |
| -10 | -6 | 7 | 0.0204% | $11.6 | 2.8 | 65.5% | 58 |
| -10 | -9 | 4 | -0.0053% | $9.8 | 2.7 | 56.1% | 123 |
| -10 | -4 | 2 | 0.0221% | $8.0 | 2.7 | 59.1% | 66 |
| -8 | -7 | 10 | 0.0052% | $10.0 | 2.7 | 58.8% | 119 |
| -8 | -7 | 6 | 0.0052% | $9.5 | 2.7 | 57.4% | 115 |
| -8 | -2 | 4 | 0.0257% | $6.7 | 2.7 | 55.6% | 63 |
| -10 | -6 | 6 | 0.0204% | $10.7 | 2.7 | 61.3% | 62 |
| -10 | -3 | 5 | 0.0103% | $5.8 | 2.7 | 59.3% | 199 |
| -8 | -5 | 2 | 0.0160% | $8.8 | 2.7 | 59.7% | 67 |
| -8 | -5 | 10 | 0.0103% | $7.7 | 2.7 | 60.5% | 129 |
| -4 | -3 | 10 | 0.0051% | $6.8 | 2.7 | 55.9% | 204 |
| -10 | -9 | 6 | -0.0053% | $10.9 | 2.7 | 55.3% | 123 |
| -7 | -3 | 5 | 0.0053% | $6.3 | 2.7 | 58.6% | 191 |
| -8 | -4 | 2 | 0.0168% | $7.8 | 2.7 | 59.4% | 69 |
| -10 | -8 | -1 | -0.0055% | $5.8 | 2.7 | 55.6% | 135 |
| -7 | -3 | 9 | 0.0199% | $10.1 | 2.7 | 56.3% | 71 |
| -10 | -7 | 4 | -0.0161% | $9.9 | 2.7 | 56.2% | 64 |
| -6 | -3 | 4 | 0.0051% | $5.6 | 2.7 | 56.5% | 246 |
| -6 | -3 | 10 | -0.0161% | $9.2 | 2.7 | 58.2% | 67 |
| -6 | -2 | 6 | -0.0211% | $6.8 | 2.7 | 55.9% | 68 |
| -10 | -3 | 9 | 0.0264% | $7.0 | 2.7 | 60.0% | 70 |
| -10 | -9 | 10 | 0.0055% | $10.1 | 2.7 | 56.4% | 117 |
| -8 | -3 | 3 | 0.0053% | $5.6 | 2.7 | 57.6% | 205 |
| -8 | -5 | 3 | 0.0103% | $6.8 | 2.6 | 57.9% | 133 |
| -8 | -7 | 0 | 0.0052% | $6.8 | 2.6 | 57.8% | 135 |
| -6 | -3 | 8 | 0.0155% | $10.2 | 2.6 | 61.7% | 60 |
| -8 | -7 | 7 | 0.0052% | $9.3 | 2.6 | 57.5% | 120 |
| -9 | -5 | 7 | 0.0204% | $8.8 | 2.6 | 62.5% | 64 |
| -6 | -3 | 10 | 0.0053% | $7.0 | 2.6 | 56.3% | 197 |
| -10 | -4 | 2 | 0.0154% | $5.9 | 2.6 | 60.3% | 136 |
| -9 | -3 | 10 | 0.0224% | $10.2 | 2.6 | 55.1% | 69 |
| -6 | -5 | 10 | 0.0051% | $6.4 | 2.6 | 58.6% | 186 |
| -9 | -3 | 5 | 0.0055% | $6.1 | 2.6 | 57.3% | 192 |
| -10 | -4 | 9 | 0.0221% | $7.6 | 2.6 | 55.1% | 69 |
| -10 | -7 | 7 | -0.0161% | $12.0 | 2.6 | 55.6% | 63 |
| -9 | -3 | 4 | 0.0051% | $5.5 | 2.6 | 55.1% | 243 |
| -4 | -3 | 10 | 0.0103% | $8.7 | 2.6 | 56.2% | 73 |
| -6 | -5 | 8 | 0.0051% | $5.9 | 2.6 | 55.7% | 174 |
| -8 | -4 | 3 | 0.0168% | $7.6 | 2.6 | 58.6% | 70 |
| -10 | -3 | 8 | 0.0156% | $6.0 | 2.6 | 63.2% | 125 |
| -7 | -3 | 5 | 0.0050% | $5.5 | 2.6 | 55.9% | 254 |
| -9 | -4 | 1 | 0.0213% | $7.1 | 2.6 | 55.9% | 68 |
| -10 | -4 | 3 | 0.0154% | $6.1 | 2.5 | 58.8% | 131 |
| -6 | -3 | 10 | 0.0051% | $6.1 | 2.5 | 56.2% | 258 |
| -9 | -4 | 7 | 0.0213% | $8.3 | 2.5 | 65.1% | 63 |
| -8 | -5 | 4 | 0.0103% | $7.2 | 2.5 | 59.3% | 123 |
| -6 | -3 | 4 | 0.0053% | $5.8 | 2.5 | 56.9% | 188 |
| -10 | -4 | 4 | 0.0154% | $6.5 | 2.5 | 55.3% | 123 |
| -6 | -3 | 5 | 0.0053% | $5.9 | 2.5 | 57.0% | 193 |
| -8 | -3 | 3 | 0.0107% | $5.4 | 2.5 | 59.1% | 137 |
| -10 | -9 | 3 | -0.0053% | $8.8 | 2.5 | 55.0% | 129 |
| -10 | -3 | 5 | 0.0052% | $4.8 | 2.5 | 57.9% | 266 |
| -10 | -9 | 5 | -0.0053% | $9.3 | 2.5 | 55.9% | 127 |
| -9 | -5 | 1 | 0.0204% | $7.3 | 2.5 | 64.7% | 68 |
| -10 | -4 | 6 | 0.0154% | $6.1 | 2.5 | 56.2% | 128 |
| -8 | -3 | 10 | 0.0207% | $7.8 | 2.5 | 57.5% | 73 |
| -10 | -5 | 10 | 0.0103% | $6.1 | 2.5 | 61.5% | 187 |
| -10 | -6 | -1 | -0.0106% | $5.6 | 2.5 | 55.3% | 132 |
| -7 | -3 | 9 | 0.0053% | $6.5 | 2.5 | 57.1% | 205 |
| -8 | -7 | 7 | 0.0101% | $11.0 | 2.5 | 58.1% | 62 |
| -4 | -3 | 9 | 0.0051% | $6.2 | 2.5 | 55.4% | 204 |
| -6 | -5 | 9 | 0.0051% | $5.6 | 2.5 | 55.9% | 186 |
| -7 | -3 | 3 | 0.0053% | $5.3 | 2.5 | 55.5% | 200 |
| -10 | -9 | -1 | -0.0104% | $7.5 | 2.5 | 56.7% | 67 |
| -8 | -5 | 3 | 0.0160% | $8.3 | 2.5 | 59.4% | 69 |
| -8 | -5 | 9 | 0.0160% | $8.2 | 2.4 | 61.8% | 68 |
| -4 | -3 | 8 | 0.0051% | $6.2 | 2.4 | 56.5% | 207 |
| -7 | -3 | 10 | 0.0053% | $6.6 | 2.4 | 56.1% | 205 |
| -6 | -3 | 9 | 0.0053% | $6.3 | 2.4 | 55.8% | 197 |
| -8 | -5 | 9 | 0.0103% | $6.7 | 2.4 | 58.9% | 129 |
| -9 | -3 | 3 | 0.0151% | $6.2 | 2.4 | 56.9% | 130 |
| -7 | -3 | 6 | 0.0053% | $5.8 | 2.4 | 56.3% | 199 |
| -9 | -5 | 7 | 0.0106% | $6.8 | 2.4 | 58.9% | 124 |
| -4 | -3 | 9 | 0.0103% | $8.4 | 2.4 | 57.5% | 73 |
| -8 | -5 | 2 | 0.0103% | $6.0 | 2.4 | 58.3% | 132 |
| -3 | -2 | 6 | 0.0105% | $5.9 | 2.4 | 56.0% | 75 |
| -7 | -3 | 8 | 0.0053% | $6.3 | 2.4 | 59.0% | 188 |
| -8 | -5 | 10 | 0.0052% | $6.2 | 2.4 | 59.2% | 191 |
| -6 | -3 | 6 | 0.0155% | $8.4 | 2.4 | 55.4% | 65 |
| -6 | -3 | 8 | 0.0053% | $6.2 | 2.4 | 58.0% | 181 |
| -5 | -3 | 8 | 0.0110% | $8.6 | 2.4 | 60.9% | 69 |
| -6 | -3 | 8 | 0.0051% | $5.5 | 2.4 | 57.4% | 237 |
| -8 | -5 | 5 | 0.0052% | $5.9 | 2.4 | 55.6% | 187 |
| -8 | -5 | 6 | 0.0103% | $6.9 | 2.4 | 59.2% | 125 |
| -3 | -2 | 4 | 0.0105% | $5.6 | 2.4 | 55.8% | 77 |
| -8 | -3 | 8 | 0.0207% | $7.0 | 2.4 | 66.1% | 62 |
| -8 | -3 | 5 | 0.0053% | $5.6 | 2.4 | 56.6% | 196 |
| -7 | -3 | 9 | 0.0050% | $5.7 | 2.4 | 55.5% | 265 |
| -9 | -5 | 5 | 0.0204% | $8.8 | 2.4 | 58.3% | 60 |
| -9 | -4 | 8 | 0.0213% | $8.0 | 2.4 | 64.3% | 56 |
| -7 | -3 | 5 | 0.0107% | $6.5 | 2.4 | 57.3% | 124 |
| -8 | -3 | 6 | 0.0207% | $6.9 | 2.4 | 60.6% | 66 |
| -6 | -3 | 9 | 0.0051% | $5.5 | 2.4 | 55.4% | 258 |
| -10 | -9 | 10 | 0.0052% | $7.6 | 2.4 | 57.0% | 179 |
| -9 | -3 | 4 | 0.0151% | $6.3 | 2.4 | 56.6% | 122 |
| -8 | -7 | 2 | 0.0052% | $7.5 | 2.4 | 57.0% | 128 |
| -7 | -5 | 5 | 0.0056% | $6.5 | 2.3 | 59.8% | 122 |
| -10 | -5 | 7 | 0.0103% | $5.8 | 2.3 | 56.3% | 190 |
| -9 | -3 | 8 | 0.0055% | $6.1 | 2.3 | 56.7% | 180 |
| -5 | -3 | 7 | 0.0110% | $7.5 | 2.3 | 57.1% | 70 |
| -6 | -3 | 6 | -0.0161% | $7.0 | 2.3 | 56.1% | 66 |
| -8 | -2 | 8 | 0.0257% | $7.1 | 2.3 | 55.2% | 58 |
| -8 | -5 | 1 | 0.0052% | $4.4 | 2.3 | 56.4% | 204 |
| -9 | -5 | 10 | 0.0106% | $6.5 | 2.3 | 57.9% | 126 |
| -7 | -3 | 10 | 0.0050% | $5.7 | 2.3 | 55.1% | 265 |
| -10 | -3 | 10 | 0.0156% | $5.8 | 2.3 | 59.0% | 139 |
| -8 | -7 | 0 | 0.0101% | $7.4 | 2.3 | 58.8% | 68 |
| -10 | -5 | 9 | 0.0103% | $5.5 | 2.3 | 58.3% | 187 |
| -7 | -5 | 1 | 0.0112% | $6.2 | 2.3 | 59.2% | 71 |
| -8 | -5 | 7 | 0.0103% | $6.6 | 2.3 | 59.5% | 131 |
| -8 | -5 | 9 | 0.0052% | $5.6 | 2.3 | 57.6% | 191 |
| -8 | -3 | 4 | 0.0053% | $5.2 | 2.3 | 56.1% | 187 |
| -9 | -3 | 9 | 0.0224% | $8.8 | 2.3 | 59.4% | 69 |
| -9 | -5 | 10 | 0.0204% | $7.3 | 2.3 | 59.1% | 66 |
| -6 | -3 | 5 | 0.0051% | $4.9 | 2.3 | 56.2% | 251 |
| -10 | -9 | 0 | -0.0104% | $7.8 | 2.3 | 56.7% | 67 |
| -10 | -7 | 9 | 0.0163% | $8.4 | 2.3 | 58.3% | 60 |
| -8 | -7 | 9 | 0.0052% | $8.1 | 2.3 | 57.1% | 119 |
| -10 | -7 | 1 | 0.0163% | $8.0 | 2.2 | 56.1% | 66 |
| -8 | -5 | 4 | 0.0160% | $8.4 | 2.2 | 60.7% | 61 |
| -5 | -3 | 6 | 0.0110% | $7.2 | 2.2 | 58.8% | 68 |
| -8 | -5 | 7 | 0.0052% | $5.6 | 2.2 | 56.3% | 190 |
| -8 | -5 | 3 | 0.0052% | $4.9 | 2.2 | 56.8% | 199 |
| -7 | -3 | 3 | 0.0107% | $5.3 | 2.2 | 55.8% | 138 |
| -7 | -5 | 4 | 0.0112% | $7.3 | 2.2 | 59.1% | 66 |
| -10 | -6 | 4 | 0.0204% | $9.7 | 2.2 | 61.7% | 60 |
| -7 | -3 | 8 | 0.0050% | $5.3 | 2.2 | 57.6% | 243 |
| -8 | -4 | 2 | 0.0104% | $5.2 | 2.2 | 55.2% | 134 |
| -6 | -3 | 5 | -0.0161% | $6.1 | 2.2 | 56.7% | 67 |
| -10 | -3 | 8 | 0.0052% | $4.2 | 2.2 | 57.6% | 245 |
| -10 | -5 | 10 | 0.0152% | $5.9 | 2.2 | 60.2% | 128 |
| -9 | -3 | 5 | 0.0151% | $6.0 | 2.2 | 57.0% | 128 |
| -10 | -6 | -2 | 0.0204% | $4.9 | 2.2 | 62.1% | 66 |
| -10 | -4 | 5 | 0.0102% | $5.3 | 2.2 | 59.2% | 184 |
| -10 | -6 | 10 | 0.0111% | $6.9 | 2.2 | 59.7% | 124 |
| -6 | -3 | 10 | 0.0155% | $8.5 | 2.2 | 55.1% | 69 |
| -10 | -8 | 6 | -0.0055% | $8.0 | 2.2 | 55.5% | 119 |
| -7 | -5 | 10 | 0.0112% | $7.5 | 2.2 | 55.2% | 67 |
| -9 | -5 | 9 | 0.0106% | $5.8 | 2.2 | 57.1% | 126 |
| -7 | -5 | 2 | 0.0112% | $6.6 | 2.2 | 58.8% | 68 |
| -9 | -5 | 8 | 0.0204% | $7.5 | 2.2 | 63.0% | 54 |
| -8 | -3 | 5 | 0.0107% | $5.2 | 2.2 | 58.1% | 129 |
| -8 | -4 | 1 | -0.0164% | $6.4 | 2.2 | 57.6% | 66 |
| -8 | -4 | 7 | 0.0168% | $6.9 | 2.2 | 61.2% | 67 |
| -10 | -4 | 7 | 0.0102% | $4.9 | 2.1 | 55.1% | 198 |
| -9 | -3 | 9 | 0.0055% | $5.7 | 2.1 | 55.4% | 193 |
| -8 | -7 | 10 | 0.0101% | $9.5 | 2.1 | 57.4% | 61 |
| -9 | -4 | 5 | 0.0213% | $7.7 | 2.1 | 60.0% | 60 |
| -8 | -5 | 7 | 0.0160% | $7.7 | 2.1 | 65.7% | 67 |
| -10 | -3 | 9 | 0.0156% | $5.1 | 2.1 | 60.4% | 139 |
| -9 | -4 | 2 | 0.0213% | $6.8 | 2.1 | 58.7% | 63 |
| -6 | -3 | 9 | 0.0155% | $8.0 | 2.1 | 58.0% | 69 |
| -9 | -5 | 5 | 0.0106% | $6.1 | 2.1 | 57.5% | 120 |
| -9 | -5 | 8 | 0.0106% | $6.0 | 2.1 | 60.2% | 118 |
| -9 | -5 | 6 | 0.0204% | $7.0 | 2.1 | 56.5% | 62 |
| -6 | -4 | 3 | 0.0056% | $5.8 | 2.1 | 56.6% | 129 |
| -10 | -3 | 10 | 0.0103% | $4.7 | 2.1 | 56.2% | 203 |
| -10 | -3 | 10 | 0.0052% | $4.4 | 2.1 | 55.7% | 262 |
| -7 | -5 | 7 | 0.0112% | $6.7 | 2.1 | 60.3% | 68 |
| -9 | -5 | 4 | 0.0106% | $5.9 | 2.1 | 58.3% | 120 |
| -9 | -4 | 6 | 0.0213% | $6.9 | 2.1 | 58.3% | 60 |
| -8 | -3 | 0 | 0.0207% | $4.6 | 2.1 | 56.8% | 74 |
| -8 | -4 | 10 | 0.0168% | $7.1 | 2.1 | 60.6% | 71 |
| -8 | -5 | 0 | 0.0103% | $4.0 | 2.1 | 59.0% | 139 |
| -8 | -7 | 3 | 0.0052% | $6.9 | 2.0 | 55.9% | 127 |
| -10 | -4 | 10 | 0.0154% | $5.3 | 2.0 | 56.0% | 134 |
| -4 | -3 | 8 | 0.0103% | $7.2 | 2.0 | 58.3% | 72 |
| -5 | -3 | 9 | 0.0110% | $7.4 | 2.0 | 55.6% | 72 |
| -10 | -3 | 8 | 0.0103% | $4.3 | 2.0 | 58.2% | 184 |
| -8 | -7 | 2 | 0.0101% | $8.1 | 2.0 | 56.9% | 65 |
| -7 | -4 | 2 | 0.0104% | $4.8 | 2.0 | 55.6% | 133 |
| -5 | -3 | 4 | 0.0110% | $6.3 | 2.0 | 56.1% | 66 |
| -10 | -6 | 5 | 0.0102% | $5.7 | 2.0 | 55.1% | 178 |
| -9 | -4 | 10 | 0.0213% | $6.7 | 2.0 | 56.7% | 67 |
| -9 | -5 | 9 | 0.0204% | $6.2 | 2.0 | 59.1% | 66 |
| -10 | -6 | 8 | 0.0204% | $8.5 | 2.0 | 56.4% | 55 |
| Momentum Entry | Momentum Exit | PnL Exit | Threshold | Avg Pnl | Sharpe | Win % | Count Trades |
|---|---|---|---|---|---|---|---|
| -8 | -2 | 0 | -0.1142% | $79.5 | 5.6 | 66.7% | 81 |
| -6 | -2 | 0 | -0.1101% | $82.6 | 5.4 | 66.7% | 81 |
| -10 | -4 | 0 | -0.1548% | $104.5 | 5.3 | 61.7% | 81 |
| -10 | -7 | -6 | 0.1109% | $31.2 | 4.9 | 65.4% | 81 |
| -10 | -9 | 0 | -0.0908% | $127.2 | 4.8 | 58.0% | 81 |
| -10 | -9 | -8 | -0.0908% | $36.0 | 4.7 | 60.5% | 81 |
| -5 | -4 | 0 | -0.0755% | $69.1 | 4.6 | 61.7% | 81 |
| -3 | -2 | 0 | -0.0471% | $72.1 | 4.6 | 58.0% | 81 |
| -10 | -4 | 0 | -0.0872% | $73.1 | 4.6 | 59.9% | 162 |
| -5 | -2 | 0 | -0.0589% | $53.6 | 4.3 | 59.9% | 162 |
| -7 | -2 | 0 | -0.1117% | $64.5 | 4.2 | 66.7% | 81 |
| -5 | -2 | 0 | -0.0942% | $55.2 | 4.1 | 61.7% | 81 |
| -10 | -7 | -5 | 0.1109% | $45.8 | 3.9 | 59.3% | 81 |
| -6 | -2 | 2 | -0.1101% | $72.4 | 3.9 | 61.7% | 81 |
| -9 | -7 | -6 | 0.0599% | $27.3 | 3.8 | 56.8% | 81 |
| -6 | -2 | 1 | -0.1101% | $69.1 | 3.8 | 67.9% | 81 |
| -10 | -9 | 4 | -0.0908% | $108.0 | 3.8 | 59.3% | 81 |
| -8 | -2 | 2 | -0.1142% | $63.4 | 3.7 | 56.8% | 81 |
| -6 | -2 | 0 | -0.0642% | $45.6 | 3.7 | 58.0% | 162 |
| -5 | -2 | 9 | 0.0517% | $59.5 | 3.7 | 60.5% | 162 |
| -10 | -9 | 3 | -0.0908% | $104.5 | 3.7 | 55.6% | 81 |
| -10 | -4 | 0 | -0.0522% | $51.0 | 3.7 | 56.2% | 242 |
| -5 | -2 | 0 | -0.0338% | $45.4 | 3.6 | 57.9% | 242 |
| -4 | -2 | 0 | -0.0665% | $61.1 | 3.6 | 55.6% | 81 |
| -8 | -4 | 0 | -0.1027% | $63.9 | 3.6 | 59.3% | 81 |
| -3 | -2 | 10 | -0.0471% | $91.2 | 3.6 | 59.3% | 81 |
| -5 | -2 | 10 | 0.0517% | $58.3 | 3.6 | 59.3% | 162 |
| -10 | -2 | 0 | -0.0965% | $49.0 | 3.5 | 61.7% | 162 |
| -9 | -3 | 0 | -0.1281% | $66.8 | 3.5 | 61.7% | 81 |
| -5 | -2 | 8 | 0.0517% | $57.9 | 3.5 | 61.1% | 162 |
| -10 | -9 | 8 | -0.0908% | $117.0 | 3.5 | 55.6% | 81 |
| -8 | -2 | 3 | -0.1142% | $56.3 | 3.5 | 63.0% | 81 |
| -10 | -2 | 0 | -0.1702% | $61.0 | 3.5 | 64.2% | 81 |
| -3 | -2 | 2 | -0.0471% | $71.1 | 3.5 | 61.7% | 81 |
| -10 | -9 | -5 | 0.0845% | $46.1 | 3.4 | 55.6% | 81 |
| -10 | -9 | -1 | -0.0908% | $72.7 | 3.4 | 59.3% | 81 |
| -3 | -2 | 9 | -0.0471% | $81.8 | 3.4 | 59.3% | 81 |
| -9 | -4 | 0 | -0.1238% | $62.7 | 3.4 | 55.6% | 81 |
| -8 | -2 | 4 | -0.1142% | $53.1 | 3.4 | 60.5% | 81 |
| -3 | -2 | 8 | -0.0471% | $83.0 | 3.4 | 55.6% | 81 |
| -8 | -2 | 0 | -0.0694% | $44.8 | 3.4 | 59.9% | 162 |
| -5 | -2 | 2 | 0.0517% | $49.3 | 3.3 | 56.2% | 162 |
| -10 | -9 | 9 | -0.0908% | $108.5 | 3.3 | 55.6% | 81 |
| -9 | -2 | 0 | -0.1357% | $54.6 | 3.3 | 61.7% | 81 |
| -10 | -9 | -2 | -0.0908% | $61.0 | 3.3 | 59.3% | 81 |
| -3 | -2 | 1 | -0.0471% | $67.4 | 3.3 | 63.0% | 81 |
| -7 | -2 | 2 | -0.1117% | $61.0 | 3.3 | 61.7% | 81 |
| -10 | -9 | 7 | -0.0908% | $103.5 | 3.3 | 55.6% | 81 |
| -7 | -4 | 0 | -0.0908% | $53.2 | 3.3 | 60.5% | 81 |
| -6 | -2 | 5 | -0.1101% | $64.7 | 3.2 | 58.0% | 81 |
| -5 | -2 | 2 | 0.0886% | $58.2 | 3.2 | 60.5% | 81 |
| -10 | -9 | 1 | -0.0908% | $90.7 | 3.2 | 56.8% | 81 |
| -6 | -2 | 4 | -0.1101% | $59.1 | 3.2 | 61.7% | 81 |
| -5 | -2 | 3 | 0.0886% | $54.9 | 3.2 | 59.3% | 81 |
| -5 | -2 | 4 | 0.0517% | $47.0 | 3.2 | 60.5% | 162 |
| -10 | -7 | -5 | 0.0581% | $29.8 | 3.2 | 56.2% | 162 |
| -5 | -2 | 3 | 0.0517% | $45.4 | 3.2 | 58.6% | 162 |
| -7 | -2 | 1 | -0.1117% | $56.5 | 3.2 | 66.7% | 81 |
| -5 | -2 | 4 | 0.0886% | $56.8 | 3.2 | 63.0% | 81 |
| -8 | -2 | 5 | -0.1142% | $52.8 | 3.1 | 58.0% | 81 |
| -6 | -2 | 3 | -0.1101% | $56.6 | 3.1 | 66.7% | 81 |
| -4 | -2 | -1 | -0.0665% | $26.5 | 3.1 | 58.0% | 81 |
| -8 | -7 | -5 | 0.0477% | $24.4 | 3.1 | 58.0% | 81 |
| -3 | -2 | 3 | -0.0471% | $63.0 | 3.0 | 63.0% | 81 |
| -10 | -9 | -3 | -0.0908% | $52.2 | 3.0 | 63.0% | 81 |
| -8 | -2 | 1 | -0.1142% | $49.1 | 3.0 | 59.3% | 81 |
| -3 | -2 | 4 | -0.0471% | $64.0 | 3.0 | 58.0% | 81 |
| -10 | -7 | -5 | 0.0316% | $24.0 | 3.0 | 55.4% | 242 |
| -10 | -8 | -5 | 0.0941% | $36.3 | 3.0 | 56.8% | 81 |
| -10 | -9 | -8 | -0.0530% | $19.4 | 2.9 | 57.4% | 162 |
| -5 | -2 | 7 | 0.0517% | $47.5 | 2.9 | 60.5% | 162 |
| -10 | -3 | 0 | -0.1703% | $57.6 | 2.9 | 63.0% | 81 |
| -6 | -4 | 0 | -0.0872% | $46.9 | 2.9 | 61.7% | 81 |
| -5 | -2 | 8 | 0.0886% | $56.5 | 2.9 | 60.5% | 81 |
| -5 | -2 | 9 | 0.0886% | $56.3 | 2.9 | 61.7% | 81 |
| -10 | -2 | 0 | -0.0612% | $34.3 | 2.8 | 56.6% | 242 |
| -5 | -4 | 2 | -0.0755% | $50.5 | 2.8 | 56.8% | 81 |
| -6 | -2 | 8 | -0.1101% | $61.6 | 2.8 | 59.3% | 81 |
| -7 | -2 | 4 | -0.1117% | $48.5 | 2.8 | 63.0% | 81 |
| -6 | -2 | -1 | -0.1101% | $22.5 | 2.8 | 56.8% | 81 |
| -5 | -2 | 1 | 0.0517% | $38.7 | 2.8 | 55.6% | 162 |
| -3 | -2 | 7 | -0.0471% | $65.7 | 2.8 | 55.6% | 81 |
| -9 | -2 | 0 | -0.0754% | $38.2 | 2.8 | 59.3% | 162 |
| -7 | -2 | 3 | -0.1117% | $50.3 | 2.7 | 67.9% | 81 |
| -8 | -3 | 0 | -0.0669% | $41.4 | 2.7 | 56.8% | 162 |
| -5 | -2 | 6 | 0.0517% | $43.8 | 2.7 | 57.4% | 162 |
| -5 | -2 | 10 | 0.0886% | $54.3 | 2.7 | 59.3% | 81 |
| -10 | -3 | 0 | -0.0949% | $42.5 | 2.7 | 55.6% | 162 |
| -5 | -2 | 5 | 0.0517% | $41.0 | 2.7 | 58.0% | 162 |
| -10 | -4 | 1 | -0.1548% | $55.6 | 2.7 | 55.6% | 81 |
| -10 | -8 | -5 | 0.0536% | $27.1 | 2.6 | 56.2% | 162 |
| -9 | -2 | 3 | 0.1333% | $47.1 | 2.6 | 63.0% | 81 |
| -7 | -2 | 0 | -0.0681% | $35.4 | 2.6 | 58.6% | 162 |
| -8 | -2 | 8 | -0.1142% | $52.3 | 2.6 | 55.6% | 81 |
| -5 | -2 | 6 | 0.0886% | $50.2 | 2.6 | 59.3% | 81 |
| -7 | -2 | 5 | -0.1117% | $47.5 | 2.6 | 59.3% | 81 |
| -8 | -3 | 0 | -0.1088% | $46.3 | 2.5 | 63.0% | 81 |
| -10 | -4 | 6 | -0.1548% | $58.0 | 2.5 | 55.6% | 81 |
| -10 | -7 | 8 | 0.1109% | $61.0 | 2.5 | 56.8% | 81 |
| -5 | -2 | 7 | 0.0886% | $50.3 | 2.5 | 63.0% | 81 |
| -5 | -2 | 9 | 0.0283% | $39.3 | 2.5 | 58.7% | 242 |
| -5 | -3 | 0 | -0.0886% | $41.8 | 2.5 | 61.7% | 81 |
| -6 | -2 | 7 | -0.1101% | $53.9 | 2.5 | 59.3% | 81 |
| -5 | -2 | 1 | -0.0589% | $36.7 | 2.5 | 58.0% | 162 |
| -5 | -3 | 0 | -0.0547% | $34.8 | 2.5 | 55.6% | 162 |
| -8 | -7 | -5 | 0.0276% | $17.0 | 2.5 | 58.0% | 162 |
| -10 | -4 | 4 | -0.1548% | $53.4 | 2.5 | 55.6% | 81 |
| -8 | -2 | 0 | -0.0406% | $30.0 | 2.4 | 57.0% | 242 |
| -5 | -2 | 1 | -0.0338% | $34.7 | 2.4 | 55.4% | 242 |
| -8 | -2 | 9 | -0.1142% | $46.6 | 2.4 | 58.0% | 81 |
| -5 | -2 | 5 | 0.0886% | $45.7 | 2.4 | 63.0% | 81 |
| -9 | -2 | 0 | -0.0464% | $30.2 | 2.4 | 55.8% | 242 |
| -5 | -2 | 10 | 0.0283% | $38.2 | 2.4 | 56.2% | 242 |
| -6 | -2 | 6 | -0.1101% | $50.9 | 2.4 | 58.0% | 81 |
| -8 | -2 | 7 | -0.1142% | $45.4 | 2.4 | 55.6% | 81 |
| -10 | -9 | -6 | 0.0845% | $26.1 | 2.4 | 58.0% | 81 |
| -8 | -2 | 6 | -0.1142% | $43.4 | 2.3 | 58.0% | 81 |
| -5 | -2 | 8 | 0.0283% | $37.4 | 2.3 | 58.3% | 242 |
| -4 | -2 | 9 | 0.0376% | $37.3 | 2.3 | 58.0% | 162 |
| -7 | -2 | 0 | -0.0364% | $28.3 | 2.3 | 56.2% | 242 |
| -6 | -4 | 0 | -0.0512% | $33.0 | 2.3 | 55.6% | 162 |
| -9 | -2 | 4 | 0.1333% | $43.4 | 2.3 | 64.2% | 81 |
| -5 | -2 | 1 | 0.0886% | $40.1 | 2.3 | 60.5% | 81 |
| -10 | -8 | -5 | 0.0086% | $18.2 | 2.3 | 55.4% | 323 |
| -6 | -4 | 1 | -0.0872% | $41.8 | 2.2 | 55.6% | 81 |
| -8 | -2 | 9 | 0.1336% | $43.8 | 2.2 | 65.4% | 81 |
| -7 | -2 | 2 | 0.0739% | $37.1 | 2.2 | 58.0% | 162 |
| -7 | -2 | 3 | 0.0739% | $35.5 | 2.2 | 56.8% | 162 |
| -7 | -3 | 0 | -0.1074% | $38.3 | 2.2 | 64.2% | 81 |
| -6 | -2 | 10 | -0.1101% | $47.2 | 2.2 | 56.8% | 81 |
| -10 | -9 | -2 | -0.0530% | $34.6 | 2.2 | 56.8% | 162 |
| -8 | -2 | 3 | 0.0815% | $34.0 | 2.2 | 58.0% | 162 |
| -6 | -2 | 3 | 0.1076% | $41.8 | 2.2 | 59.3% | 81 |
| -7 | -2 | 9 | 0.0739% | $40.0 | 2.2 | 61.1% | 162 |
| -4 | -2 | 9 | 0.0087% | $28.9 | 2.1 | 57.6% | 323 |
| -7 | -4 | 6 | 0.1080% | $52.2 | 2.1 | 56.8% | 81 |
| -7 | -4 | 2 | 0.1080% | $49.5 | 2.1 | 58.0% | 81 |
| -6 | -2 | 9 | -0.1101% | $44.4 | 2.1 | 56.8% | 81 |
| -6 | -2 | 9 | 0.1076% | $45.5 | 2.1 | 65.4% | 81 |
| -8 | -2 | 9 | 0.0815% | $37.9 | 2.1 | 61.7% | 162 |
| -7 | -2 | 3 | 0.1261% | $39.0 | 2.1 | 59.3% | 81 |
| -7 | -2 | 8 | 0.0739% | $38.9 | 2.1 | 59.9% | 162 |
| -8 | -2 | 2 | 0.0815% | $34.0 | 2.1 | 58.6% | 162 |
| -4 | -2 | 9 | 0.0607% | $37.5 | 2.0 | 59.3% | 81 |
| -4 | -2 | 8 | 0.0376% | $32.8 | 2.0 | 58.0% | 162 |
| -7 | -4 | 3 | 0.1080% | $46.6 | 2.0 | 55.6% | 81 |
| -6 | -2 | 8 | 0.1076% | $44.6 | 2.0 | 63.0% | 81 |
| Momentum Entry | Momentum Exit | PnL Exit | Threshold | Avg Pnl | Sharpe | Win % | Count Trades |
|---|---|---|---|---|---|---|---|
| -5 | -4 | -1 | 0.0121% | $13.9 | 5.2 | 57.3% | 82 |
| -7 | -4 | 1 | -0.0174% | $17.6 | 4.2 | 59.8% | 82 |
| -7 | -4 | 1 | -0.0089% | $12.9 | 3.8 | 55.8% | 163 |
| -8 | -4 | 1 | -0.0177% | $15.7 | 3.7 | 59.8% | 82 |
| -10 | -9 | -2 | 0.0121% | $15.9 | 3.6 | 57.3% | 82 |
| -7 | -3 | 1 | -0.0203% | $13.8 | 3.5 | 57.3% | 82 |
| -9 | -4 | 1 | -0.0217% | $14.6 | 3.4 | 59.8% | 82 |
| -10 | -9 | 3 | 0.0121% | $19.3 | 3.4 | 59.8% | 82 |
| -9 | -3 | 2 | -0.0132% | $11.5 | 3.3 | 55.6% | 162 |
| -10 | -3 | 1 | -0.0162% | $9.6 | 3.2 | 57.9% | 164 |
| -9 | -3 | 1 | -0.0132% | $9.8 | 3.1 | 55.5% | 164 |
| -10 | -9 | -8 | -0.0122% | $5.0 | 3.0 | 56.1% | 82 |
| -8 | -4 | 1 | -0.0091% | $10.1 | 3.0 | 56.1% | 164 |
| -9 | -3 | 4 | -0.0132% | $11.1 | 3.0 | 61.0% | 164 |
| -10 | -9 | -3 | 0.0121% | $9.5 | 2.9 | 57.3% | 82 |
| -7 | -4 | 4 | -0.0174% | $14.4 | 2.9 | 58.5% | 82 |
| -7 | -5 | 1 | -0.0135% | $12.7 | 2.9 | 62.2% | 82 |
| -8 | -4 | 1 | -0.0045% | $8.3 | 2.9 | 55.3% | 246 |
| -10 | -3 | 2 | -0.0162% | $9.4 | 2.9 | 55.2% | 163 |
| -9 | -3 | 4 | -0.0085% | $9.7 | 2.9 | 58.5% | 246 |
| -9 | -3 | 4 | -0.0228% | $14.2 | 2.9 | 62.2% | 82 |
| -8 | -4 | 4 | -0.0177% | $13.9 | 2.9 | 59.8% | 82 |
| -9 | -3 | 2 | -0.0228% | $12.8 | 2.8 | 57.3% | 82 |
| -10 | -9 | -4 | 0.0121% | $8.5 | 2.8 | 58.5% | 82 |
| -10 | -3 | 4 | -0.0162% | $10.1 | 2.8 | 60.4% | 164 |
| -10 | -4 | 4 | -0.0162% | $10.7 | 2.8 | 57.9% | 164 |
| -9 | -4 | 2 | -0.0217% | $13.3 | 2.8 | 56.1% | 82 |
| -10 | -4 | 4 | -0.0256% | $13.3 | 2.8 | 56.1% | 82 |
| -10 | -3 | 4 | -0.0259% | $12.8 | 2.7 | 63.4% | 82 |
| -10 | -4 | 1 | -0.0162% | $9.2 | 2.7 | 55.5% | 164 |
| -9 | -4 | 4 | -0.0217% | $13.9 | 2.7 | 63.4% | 82 |
| -8 | -4 | 0 | -0.0177% | $8.7 | 2.7 | 61.0% | 82 |
| -7 | -4 | 0 | -0.0174% | $9.1 | 2.6 | 59.8% | 82 |
| -6 | -5 | 4 | -0.0045% | $10.1 | 2.5 | 56.1% | 164 |
| -7 | -4 | 0 | -0.0089% | $7.1 | 2.5 | 56.1% | 164 |
| -9 | -2 | 2 | -0.0168% | $6.8 | 2.5 | 55.2% | 163 |
| -7 | -3 | 4 | -0.0046% | $8.2 | 2.5 | 55.7% | 246 |
| -9 | -4 | 1 | -0.0128% | $8.7 | 2.5 | 57.9% | 164 |
| -7 | -4 | 4 | -0.0045% | $8.5 | 2.4 | 55.3% | 246 |
| -9 | -3 | 6 | -0.0228% | $11.1 | 2.4 | 58.5% | 82 |
| -10 | -3 | 2 | -0.0259% | $10.1 | 2.4 | 57.3% | 82 |
| -9 | -3 | 3 | -0.0132% | $8.2 | 2.4 | 59.1% | 164 |
| -7 | -4 | 4 | -0.0089% | $9.6 | 2.4 | 55.5% | 164 |
| -7 | -4 | 3 | -0.0174% | $10.8 | 2.3 | 59.8% | 82 |
| -7 | -3 | 4 | -0.0203% | $11.5 | 2.3 | 61.0% | 82 |
| -9 | -4 | 4 | -0.0128% | $9.4 | 2.3 | 58.5% | 164 |
| -8 | -4 | 7 | -0.0177% | $10.0 | 2.3 | 57.3% | 82 |
| -9 | -4 | 2 | -0.0128% | $8.7 | 2.3 | 55.2% | 163 |
| -8 | -5 | 1 | -0.0169% | $10.4 | 2.2 | 61.0% | 82 |
| -10 | -3 | 7 | -0.0162% | $7.5 | 2.2 | 55.5% | 164 |
| -8 | -6 | 1 | -0.0133% | $12.4 | 2.2 | 61.0% | 82 |
| -9 | -3 | 3 | -0.0228% | $9.7 | 2.2 | 57.3% | 82 |
| -10 | -3 | 4 | -0.0089% | $7.0 | 2.1 | 58.1% | 246 |
| -9 | -3 | 5 | -0.0132% | $8.1 | 2.1 | 55.2% | 163 |
| -10 | -3 | 5 | -0.0162% | $7.7 | 2.1 | 55.5% | 164 |
| -7 | -3 | 4 | -0.0121% | $8.2 | 2.1 | 55.5% | 164 |
| -10 | -3 | 3 | -0.0162% | $6.9 | 2.1 | 57.3% | 164 |
| -8 | -4 | 4 | -0.0045% | $7.3 | 2.1 | 56.1% | 246 |
| -10 | -3 | 0 | -0.0259% | $6.4 | 2.0 | 56.1% | 82 |
| -7 | -4 | 8 | -0.0174% | $10.6 | 2.0 | 56.8% | 81 |
| -9 | -3 | 7 | -0.0228% | $9.8 | 2.0 | 59.8% | 82 |
| Momentum Entry | Momentum Exit | PnL Exit | Threshold | Avg Pnl | Sharpe | Win % | Count Trades |
|---|---|---|---|---|---|---|---|
| -8 | -7 | 2 | 0.0693% | $51.2 | 4.1 | 56.0% | 75 |
| -8 | -7 | 3 | 0.0693% | $53.1 | 4.0 | 55.3% | 76 |
| -5 | -3 | 4 | 0.0364% | $42.6 | 3.6 | 60.6% | 236 |
| -5 | -3 | 4 | 0.0177% | $38.4 | 3.5 | 61.0% | 313 |
| -5 | -3 | 3 | 0.0364% | $37.3 | 3.3 | 55.1% | 236 |
| -5 | -3 | 3 | 0.0177% | $34.0 | 3.3 | 57.3% | 314 |
| -5 | -3 | 4 | 0.0686% | $41.0 | 3.2 | 61.1% | 157 |
| -5 | -2 | 4 | 0.0815% | $34.3 | 3.1 | 59.5% | 158 |
| -5 | -4 | 4 | 0.0389% | $39.6 | 3.1 | 58.0% | 157 |
| -5 | -4 | 4 | 0.0332% | $36.7 | 3.0 | 59.3% | 236 |
| -5 | -2 | 4 | 0.0489% | $30.8 | 3.0 | 57.2% | 236 |
| -5 | -3 | 2 | 0.0177% | $29.6 | 3.0 | 57.1% | 312 |
| -8 | -3 | 4 | 0.0532% | $35.4 | 3.0 | 58.9% | 231 |
| -5 | -4 | 4 | 0.0703% | $33.2 | 3.0 | 60.8% | 79 |
| -5 | -3 | 2 | 0.0364% | $31.1 | 2.9 | 55.5% | 236 |
| -5 | -2 | 4 | 0.0179% | $30.1 | 2.9 | 58.9% | 314 |
| -5 | -3 | 3 | 0.0686% | $35.7 | 2.9 | 55.4% | 157 |
| -5 | -2 | 3 | 0.0815% | $29.7 | 2.9 | 57.0% | 158 |
| -8 | -3 | 3 | 0.0532% | $32.4 | 2.8 | 56.9% | 232 |
| -5 | -3 | 1 | 0.0177% | $26.6 | 2.8 | 57.0% | 314 |
| -5 | -4 | 2 | 0.0332% | $30.7 | 2.8 | 57.5% | 233 |
| -5 | -2 | 3 | 0.0489% | $26.7 | 2.8 | 55.3% | 237 |
| -5 | -3 | 1 | 0.0364% | $28.3 | 2.8 | 55.5% | 236 |
| -5 | -4 | 3 | 0.0332% | $31.9 | 2.7 | 58.9% | 236 |
| -7 | -6 | 4 | 0.0175% | $34.2 | 2.7 | 58.6% | 232 |
| -9 | -3 | 4 | 0.0991% | $33.0 | 2.7 | 55.8% | 154 |
| -5 | -4 | 3 | 0.0389% | $33.2 | 2.7 | 59.2% | 157 |
| -4 | -3 | 3 | 0.0171% | $28.9 | 2.7 | 56.0% | 316 |
| -6 | -3 | 4 | 0.1196% | $40.5 | 2.7 | 58.8% | 80 |
| -8 | -3 | 3 | 0.0185% | $27.8 | 2.6 | 55.0% | 309 |
| -8 | -2 | 4 | 0.0625% | $29.6 | 2.6 | 57.5% | 233 |
| -8 | -3 | 4 | 0.0185% | $28.8 | 2.6 | 56.2% | 308 |
| -8 | -4 | 4 | 0.0453% | $33.1 | 2.6 | 59.1% | 232 |
| -5 | -2 | 3 | 0.0179% | $25.3 | 2.6 | 56.6% | 316 |
| -4 | -3 | 4 | 0.0171% | $29.6 | 2.6 | 59.9% | 314 |
| -7 | -6 | 3 | 0.0175% | $30.4 | 2.6 | 55.4% | 233 |
| -8 | -6 | 3 | 0.0342% | $28.0 | 2.6 | 57.3% | 232 |
| -8 | -3 | 2 | 0.0532% | $27.7 | 2.5 | 56.8% | 229 |
| -5 | -4 | 2 | 0.0389% | $29.5 | 2.5 | 56.1% | 155 |
| -8 | -6 | 4 | 0.0342% | $29.1 | 2.5 | 55.4% | 231 |
| -4 | -3 | 3 | 0.0831% | $33.9 | 2.5 | 58.2% | 79 |
| -5 | -4 | 4 | 0.0171% | $29.4 | 2.5 | 58.8% | 313 |
| -6 | -3 | 4 | 0.0492% | $30.1 | 2.5 | 58.8% | 238 |
| -6 | -3 | 3 | 0.1196% | $35.9 | 2.4 | 56.2% | 80 |
| -6 | -3 | 3 | 0.0492% | $28.0 | 2.4 | 57.1% | 238 |
| -9 | -2 | 4 | 0.0680% | $27.6 | 2.4 | 56.0% | 232 |
| -6 | -2 | 4 | 0.1380% | $33.6 | 2.4 | 60.0% | 80 |
| -7 | -6 | 2 | 0.0175% | $27.5 | 2.4 | 55.5% | 229 |
| -4 | -3 | 4 | 0.0831% | $33.3 | 2.4 | 61.5% | 78 |
| -4 | -3 | 3 | 0.0515% | $28.8 | 2.4 | 55.7% | 158 |
| -5 | -4 | 1 | 0.0332% | $25.6 | 2.4 | 56.2% | 235 |
| -8 | -4 | 3 | 0.0453% | $28.6 | 2.3 | 58.6% | 232 |
| -8 | -3 | 4 | 0.0898% | $30.0 | 2.3 | 55.8% | 154 |
| -4 | -3 | 4 | 0.0515% | $30.4 | 2.3 | 58.3% | 156 |
| -8 | -3 | 3 | 0.0898% | $27.9 | 2.2 | 56.1% | 155 |
| -6 | -4 | 4 | 0.0351% | $27.1 | 2.2 | 57.4% | 235 |
| -5 | -4 | 3 | 0.0703% | $23.6 | 2.2 | 60.8% | 79 |
| -5 | -4 | 3 | 0.0171% | $25.2 | 2.2 | 57.5% | 313 |
| -6 | -3 | 4 | 0.0184% | $25.3 | 2.2 | 55.7% | 316 |
| -8 | -3 | 1 | 0.0532% | $23.5 | 2.2 | 55.4% | 231 |
| -10 | -2 | 4 | 0.1203% | $26.3 | 2.2 | 57.0% | 158 |
| -5 | -4 | 1 | 0.0389% | $25.0 | 2.2 | 57.1% | 156 |
| -4 | -3 | 2 | 0.0171% | $22.3 | 2.1 | 55.7% | 314 |
| -5 | -2 | 2 | 0.0179% | $20.0 | 2.1 | 55.1% | 312 |
| -6 | -4 | 3 | 0.0351% | $24.2 | 2.1 | 57.4% | 237 |
| -5 | -4 | 2 | 0.0171% | $22.5 | 2.1 | 56.1% | 310 |
| -8 | -2 | 4 | 0.0328% | $21.5 | 2.0 | 55.3% | 309 |
| Momentum Entry | Momentum Exit | PnL Exit | Threshold | Avg Pnl | Sharpe | Win % | Count Trades |
|---|---|---|---|---|---|---|---|
| -9 | -3 | -2 | 0.2975% | $9.9 | 5.4 | 56.6% | 76 |
| -7 | -3 | -1 | 0.2297% | $9.5 | 3.6 | 55.1% | 78 |
| -7 | -3 | 1 | 0.2297% | $20.3 | 3.2 | 59.0% | 78 |
| -7 | -2 | 0 | 0.2867% | $17.4 | 3.1 | 59.7% | 77 |
| -9 | -3 | 1 | 0.2975% | $17.8 | 2.9 | 55.3% | 76 |
| -7 | -2 | 1 | 0.2867% | $17.0 | 2.8 | 57.1% | 77 |
| -5 | -2 | 0 | 0.2425% | $17.4 | 2.7 | 59.0% | 78 |
| -5 | -2 | 1 | 0.2425% | $16.0 | 2.5 | 57.7% | 78 |
| -8 | -2 | 1 | 0.2962% | $14.4 | 2.4 | 55.1% | 78 |
| -8 | -3 | 0 | -0.2797% | $15.5 | 2.4 | 56.4% | 78 |
| -7 | -3 | 2 | 0.2297% | $15.5 | 2.3 | 56.4% | 78 |
| -9 | -2 | 0 | -0.3281% | $16.5 | 2.2 | 57.1% | 77 |
| -8 | -2 | 0 | 0.2962% | $11.8 | 2.1 | 55.1% | 78 |
| -7 | -2 | 2 | 0.2867% | $12.7 | 2.1 | 57.1% | 77 |
| Momentum Entry | Momentum Exit | PnL Exit | Threshold | Avg Pnl | Sharpe | Win % | Count Trades |
|---|---|---|---|---|---|---|---|
| -6 | -3 | -1 | 0.0164% | $9.5 | 6.8 | 56.1% | 82 |
| -7 | -3 | 0 | 0.0170% | $13.3 | 6.8 | 61.0% | 82 |
| -6 | -3 | 0 | 0.0164% | $12.3 | 6.2 | 59.8% | 82 |
| -5 | -3 | 0 | 0.0122% | $13.3 | 5.7 | 57.3% | 82 |
| -5 | -3 | 7 | 0.0122% | $23.8 | 4.6 | 57.5% | 80 |
| -10 | -3 | 0 | 0.0263% | $10.8 | 4.5 | 56.1% | 82 |
| -6 | -4 | 0 | 0.0160% | $10.9 | 4.5 | 56.8% | 81 |
| -5 | -3 | 5 | 0.0122% | $18.5 | 4.4 | 61.0% | 82 |
| -5 | -3 | 6 | 0.0122% | $21.2 | 4.4 | 58.5% | 82 |
| -8 | -4 | 10 | -0.0210% | $18.9 | 4.3 | 60.0% | 80 |
| -10 | -8 | 0 | 0.0157% | $12.9 | 4.3 | 63.0% | 81 |
| -4 | -2 | 0 | 0.0161% | $8.0 | 4.3 | 58.5% | 82 |
| -5 | -2 | 0 | 0.0168% | $7.8 | 4.3 | 56.1% | 82 |
| -5 | -3 | 3 | 0.0122% | $14.1 | 4.2 | 58.5% | 82 |
| -5 | -3 | 4 | 0.0122% | $15.5 | 4.1 | 58.5% | 82 |
| -8 | -4 | 9 | -0.0210% | $18.3 | 4.1 | 58.8% | 80 |
| -5 | -4 | 4 | 0.0108% | $17.2 | 4.0 | 60.5% | 81 |
| -5 | -4 | 0 | 0.0108% | $11.1 | 4.0 | 56.8% | 81 |
| -8 | -4 | 8 | -0.0210% | $17.7 | 4.0 | 58.0% | 81 |
| -5 | -4 | 8 | 0.0108% | $23.9 | 3.9 | 60.5% | 81 |
| -5 | -4 | 3 | 0.0108% | $15.5 | 3.9 | 57.5% | 80 |
| -5 | -2 | 7 | 0.0168% | $18.1 | 3.8 | 59.3% | 81 |
| -5 | -4 | 10 | 0.0108% | $24.2 | 3.7 | 60.5% | 81 |
| -5 | -4 | 9 | 0.0108% | $23.3 | 3.7 | 59.3% | 81 |
| -5 | -4 | 5 | 0.0108% | $17.2 | 3.7 | 56.8% | 81 |
| -5 | -4 | 7 | 0.0108% | $20.9 | 3.6 | 60.5% | 81 |
| -7 | -4 | 0 | 0.0161% | $8.5 | 3.4 | 56.8% | 81 |
| -6 | -2 | 8 | 0.0215% | $19.0 | 3.4 | 55.6% | 81 |
| -5 | -2 | 6 | 0.0168% | $15.3 | 3.4 | 58.5% | 82 |
| -7 | -3 | 10 | 0.0170% | $17.2 | 3.2 | 57.3% | 82 |
| -6 | -2 | 7 | 0.0215% | $15.5 | 3.1 | 63.7% | 80 |
| -7 | -3 | 3 | 0.0170% | $10.6 | 3.0 | 57.3% | 82 |
| -6 | -2 | 9 | 0.0215% | $17.2 | 3.0 | 56.1% | 82 |
| -7 | -3 | 9 | 0.0170% | $15.6 | 3.0 | 57.3% | 82 |
| -7 | -3 | 4 | 0.0170% | $11.3 | 2.9 | 56.1% | 82 |
| -6 | -3 | 3 | 0.0164% | $9.5 | 2.9 | 56.1% | 82 |
| -8 | -4 | 6 | -0.0210% | $11.8 | 2.9 | 56.8% | 81 |
| -10 | -3 | 6 | -0.0279% | $11.1 | 2.9 | 56.1% | 82 |
| -7 | -3 | 7 | 0.0170% | $12.6 | 2.7 | 57.3% | 82 |
| -8 | -4 | 5 | -0.0210% | $11.3 | 2.7 | 56.8% | 81 |
| -7 | -4 | 1 | 0.0161% | $7.6 | 2.7 | 55.7% | 79 |
| -6 | -3 | 8 | -0.0167% | $13.4 | 2.6 | 55.6% | 81 |
| -7 | -3 | 6 | 0.0170% | $11.7 | 2.6 | 56.1% | 82 |
| -6 | -3 | 4 | 0.0164% | $9.7 | 2.5 | 58.5% | 82 |
| -6 | -5 | 4 | -0.0108% | $11.2 | 2.5 | 57.3% | 82 |
| -5 | -4 | 10 | 0.0055% | $12.5 | 2.5 | 56.2% | 162 |
| -5 | -4 | 9 | 0.0055% | $11.5 | 2.4 | 55.6% | 162 |
| -7 | -3 | 5 | 0.0170% | $10.0 | 2.3 | 59.8% | 82 |
| -5 | -2 | 5 | 0.0168% | $9.5 | 2.3 | 61.0% | 82 |
| -9 | -3 | 8 | -0.0266% | $11.6 | 2.3 | 57.5% | 80 |
| -6 | -2 | 6 | 0.0215% | $10.3 | 2.2 | 59.8% | 82 |
| -6 | -3 | 5 | 0.0164% | $9.2 | 2.2 | 55.6% | 81 |
| -7 | -4 | 5 | -0.0168% | $10.0 | 2.2 | 59.3% | 81 |
| -9 | -3 | 5 | -0.0266% | $9.3 | 2.2 | 56.8% | 81 |
| -5 | -2 | 4 | 0.0168% | $7.8 | 2.1 | 56.1% | 82 |
| -7 | -4 | 9 | 0.0161% | $11.1 | 2.1 | 56.8% | 81 |
| -7 | -4 | 10 | -0.0168% | $13.0 | 2.0 | 56.2% | 80 |
| -9 | -3 | 9 | -0.0266% | $10.6 | 2.0 | 56.2% | 80 |
| Momentum Entry | Momentum Exit | PnL Exit | Threshold | Avg Pnl | Sharpe | Win % | Count Trades |
|---|---|---|---|---|---|---|---|
| -5 | -4 | -2 | 0.1007% | $27.4 | 5.9 | 61.0% | 82 |
| -5 | -4 | -1 | -0.0991% | $26.5 | 4.3 | 59.8% | 82 |
| -6 | -4 | -1 | -0.1285% | $24.7 | 3.8 | 58.5% | 82 |
| -5 | -4 | -2 | 0.0538% | $16.1 | 3.6 | 55.8% | 163 |
| -7 | -3 | -2 | 0.2043% | $10.2 | 3.4 | 55.6% | 81 |
| -9 | -8 | -1 | 0.0943% | $21.1 | 3.3 | 55.6% | 81 |
| -9 | -8 | 0 | 0.0943% | $20.6 | 2.8 | 56.2% | 80 |
| -9 | -8 | 2 | 0.0943% | $18.0 | 2.5 | 56.2% | 80 |
| -9 | -8 | 6 | 0.0943% | $23.0 | 2.5 | 58.2% | 79 |
| -6 | -4 | 1 | -0.1285% | $18.3 | 2.4 | 57.3% | 82 |
| -6 | -4 | 4 | -0.1285% | $22.5 | 2.4 | 55.6% | 81 |
| -6 | -4 | 0 | -0.1285% | $18.3 | 2.3 | 56.1% | 82 |
| -9 | -8 | 5 | 0.0943% | $17.6 | 2.2 | 63.0% | 81 |
| Momentum Entry | Momentum Exit | PnL Exit | Threshold | Avg Pnl | Sharpe | Win % | Count Trades |
|---|---|---|---|---|---|---|---|
| -8 | -6 | -1 | 0.1216% | $20.3 | 6.0 | 59.8% | 82 |
| -8 | -6 | 0 | 0.1216% | $16.8 | 3.8 | 56.1% | 82 |
| -9 | -6 | -1 | 0.1445% | $13.0 | 3.3 | 62.2% | 82 |
| -9 | -7 | -1 | 0.1185% | $13.0 | 2.8 | 56.1% | 82 |
| Momentum Entry | Momentum Exit | PnL Exit | Threshold | Avg Pnl | Sharpe | Win % | Count Trades |
|---|---|---|---|---|---|---|---|
| -9 | -5 | 4 | 0.0229% | $35.5 | 5.5 | 69.6% | 319 |
| -9 | -8 | 4 | 0.0229% | $38.4 | 5.2 | 65.7% | 239 |
| -7 | -6 | 4 | 0.0192% | $34.5 | 5.2 | 65.1% | 318 |
| -7 | -6 | 4 | 0.0221% | $36.7 | 5.1 | 64.4% | 239 |
| -7 | -6 | 3 | 0.0192% | $31.3 | 4.9 | 63.2% | 318 |
| -9 | -5 | 3 | 0.0229% | $31.3 | 4.9 | 65.2% | 319 |
| -9 | -8 | 3 | 0.0229% | $35.0 | 4.8 | 61.9% | 239 |
| -9 | -5 | 4 | 0.0452% | $33.6 | 4.8 | 67.8% | 239 |
| -9 | -6 | 4 | 0.0424% | $33.1 | 4.8 | 65.0% | 240 |
| -9 | -4 | 4 | 0.0468% | $31.5 | 4.8 | 66.1% | 239 |
| -7 | -6 | 3 | 0.0221% | $33.2 | 4.8 | 61.5% | 239 |
| -9 | -8 | 4 | 0.0198% | $32.9 | 4.7 | 65.1% | 318 |
| -7 | -5 | 4 | 0.0207% | $30.8 | 4.7 | 66.7% | 318 |
| -7 | -6 | 2 | 0.0192% | $28.5 | 4.6 | 60.3% | 317 |
| -9 | -8 | 2 | 0.0229% | $31.4 | 4.6 | 63.4% | 238 |
| -4 | -3 | 4 | 0.0202% | $29.1 | 4.6 | 62.8% | 320 |
| -8 | -5 | 4 | 0.0208% | $29.4 | 4.6 | 66.4% | 318 |
| -4 | -3 | 4 | 0.0452% | $33.2 | 4.6 | 58.1% | 160 |
| -9 | -4 | 4 | 0.0230% | $29.8 | 4.6 | 64.2% | 318 |
| -9 | -6 | 4 | 0.0222% | $30.6 | 4.5 | 63.3% | 319 |
| -8 | -5 | 4 | 0.0405% | $30.9 | 4.5 | 68.6% | 239 |
| -9 | -7 | 4 | 0.0201% | $31.2 | 4.5 | 64.0% | 317 |
| -4 | -3 | 3 | 0.0452% | $32.2 | 4.5 | 57.5% | 160 |
| -4 | -2 | 4 | 0.1022% | $34.0 | 4.5 | 58.8% | 80 |
| -10 | -4 | 4 | 0.0927% | $31.7 | 4.5 | 64.2% | 159 |
| -9 | -5 | 2 | 0.0229% | $27.5 | 4.5 | 65.4% | 318 |
| -8 | -4 | 4 | 0.0438% | $33.0 | 4.5 | 65.7% | 239 |
| -4 | -2 | 3 | 0.0228% | $25.4 | 4.5 | 58.8% | 320 |
| -8 | -6 | 4 | 0.0197% | $29.9 | 4.5 | 64.8% | 318 |
| -9 | -8 | 3 | 0.0198% | $30.3 | 4.5 | 61.3% | 318 |
| -7 | -4 | 4 | 0.0221% | $30.2 | 4.4 | 63.8% | 318 |
| -4 | -2 | 4 | 0.0228% | $26.2 | 4.4 | 61.9% | 320 |
| -6 | -4 | -3 | 0.0916% | $9.4 | 4.4 | 56.2% | 80 |
| -7 | -5 | 4 | 0.0588% | $32.3 | 4.4 | 66.0% | 159 |
| -6 | -4 | 4 | 0.0396% | $32.3 | 4.4 | 64.0% | 239 |
| -4 | -2 | 4 | 0.0670% | $28.3 | 4.4 | 60.6% | 160 |
| -7 | -6 | 2 | 0.0221% | $29.3 | 4.4 | 59.4% | 239 |
| -6 | -4 | 4 | 0.0208% | $30.0 | 4.3 | 62.6% | 318 |
| -9 | -5 | 4 | 0.0788% | $29.0 | 4.3 | 63.1% | 160 |
| -4 | -3 | 4 | 0.0236% | $29.2 | 4.3 | 61.3% | 240 |
| -9 | -5 | 3 | 0.0452% | $29.5 | 4.3 | 64.0% | 239 |
| -4 | -2 | 4 | 0.0454% | $25.6 | 4.3 | 60.8% | 240 |
| -7 | -3 | 4 | 0.0232% | $28.7 | 4.3 | 61.6% | 318 |
| -8 | -7 | 4 | 0.0396% | $33.0 | 4.3 | 62.9% | 159 |
| -9 | -3 | 4 | 0.0627% | $29.7 | 4.3 | 61.1% | 239 |
| -9 | -6 | 4 | 0.0633% | $31.3 | 4.3 | 63.1% | 160 |
| -4 | -2 | 3 | 0.1022% | $31.5 | 4.3 | 60.0% | 80 |
| -8 | -4 | 4 | 0.0222% | $29.5 | 4.3 | 63.9% | 319 |
| -4 | -3 | 2 | 0.0452% | $28.1 | 4.3 | 58.8% | 160 |
| -10 | -7 | 4 | 0.0208% | $30.6 | 4.3 | 64.6% | 316 |
| -4 | -3 | 3 | 0.0202% | $26.7 | 4.2 | 61.9% | 320 |
| -7 | -2 | 4 | 0.0387% | $25.0 | 4.2 | 62.4% | 319 |
| -9 | -4 | 3 | 0.0468% | $27.4 | 4.2 | 62.3% | 239 |
| -8 | -3 | 4 | 0.0233% | $28.5 | 4.2 | 61.9% | 318 |
| -4 | -2 | 3 | 0.0454% | $24.5 | 4.2 | 59.2% | 240 |
| -7 | -5 | 4 | 0.0254% | $28.4 | 4.2 | 65.1% | 238 |
| -9 | -6 | 4 | 0.1094% | $32.3 | 4.2 | 63.7% | 80 |
| -9 | -3 | 4 | 0.0255% | $28.1 | 4.2 | 61.3% | 318 |
| -7 | -5 | 3 | 0.0207% | $26.8 | 4.2 | 63.8% | 318 |
| -9 | -6 | 3 | 0.0424% | $28.4 | 4.2 | 60.0% | 240 |
| -6 | -4 | 3 | 0.0396% | $30.1 | 4.2 | 62.8% | 239 |
| -10 | -2 | 4 | 0.0414% | $24.1 | 4.1 | 61.4% | 319 |
| -7 | -6 | 4 | 0.0407% | $30.3 | 4.1 | 61.6% | 159 |
| -9 | -8 | 2 | 0.0198% | $26.8 | 4.1 | 62.8% | 317 |
| -10 | -5 | 4 | 0.0233% | $27.7 | 4.1 | 65.1% | 318 |
| -9 | -7 | 4 | 0.0242% | $29.5 | 4.1 | 62.6% | 238 |
| -8 | -5 | 3 | 0.0405% | $27.4 | 4.1 | 64.4% | 239 |
| -8 | -7 | 3 | 0.0396% | $30.8 | 4.1 | 65.4% | 159 |
| -10 | -4 | 3 | 0.0927% | $28.6 | 4.1 | 60.4% | 159 |
| -10 | -3 | 4 | 0.0252% | $26.9 | 4.1 | 60.5% | 319 |
| -10 | -5 | 4 | 0.0491% | $26.6 | 4.1 | 64.9% | 239 |
| -9 | -4 | 3 | 0.0230% | $25.9 | 4.1 | 61.0% | 318 |
| -9 | -5 | 3 | 0.0788% | $26.7 | 4.1 | 60.0% | 160 |
| -4 | -3 | 3 | 0.0236% | $27.3 | 4.0 | 60.8% | 240 |
| -9 | -8 | 4 | 0.0413% | $30.2 | 4.0 | 63.5% | 159 |
| -4 | -2 | 3 | 0.0670% | $25.6 | 4.0 | 58.1% | 160 |
| -7 | -4 | 3 | 0.0221% | $26.5 | 4.0 | 61.6% | 318 |
| -4 | -2 | 2 | 0.0228% | $22.1 | 4.0 | 57.8% | 320 |
| -8 | -5 | 3 | 0.0208% | $25.3 | 4.0 | 62.9% | 318 |
| -8 | -4 | 3 | 0.0438% | $29.0 | 4.0 | 62.3% | 239 |
| -7 | -4 | 4 | 0.0418% | $28.2 | 4.0 | 64.7% | 238 |
| -9 | -2 | 4 | 0.0423% | $24.0 | 4.0 | 61.1% | 319 |
| -7 | -6 | 3 | 0.0407% | $29.0 | 4.0 | 57.9% | 159 |
| -7 | -3 | 3 | 0.0232% | $26.3 | 4.0 | 60.7% | 318 |
| -9 | -2 | 4 | 0.0778% | $24.5 | 4.0 | 61.7% | 240 |
| -9 | -7 | 3 | 0.0201% | $27.2 | 4.0 | 63.1% | 317 |
| -9 | -6 | 3 | 0.0222% | $26.6 | 4.0 | 58.6% | 319 |
| -9 | -5 | 2 | 0.0452% | $25.7 | 4.0 | 64.4% | 239 |
| -10 | -7 | 3 | 0.0208% | $27.9 | 4.0 | 63.9% | 316 |
| -9 | -3 | 3 | 0.0627% | $26.8 | 3.9 | 60.7% | 239 |
| -7 | -6 | 1 | 0.0192% | $22.6 | 3.9 | 61.3% | 318 |
| -4 | -3 | 2 | 0.0202% | $23.1 | 3.9 | 60.3% | 320 |
| -10 | -4 | 4 | 0.0229% | $27.0 | 3.9 | 62.9% | 318 |
| -6 | -4 | 3 | 0.0208% | $26.6 | 3.9 | 61.6% | 318 |
| -8 | -4 | 2 | 0.0438% | $26.5 | 3.9 | 60.7% | 239 |
| -9 | -6 | 2 | 0.0424% | $25.8 | 3.9 | 59.2% | 240 |
| -8 | -6 | 3 | 0.0197% | $25.8 | 3.9 | 61.6% | 318 |
| -10 | -6 | 4 | 0.0220% | $26.6 | 3.9 | 63.0% | 316 |
| -7 | -5 | 3 | 0.0588% | $28.1 | 3.9 | 61.0% | 159 |
| -7 | -6 | 2 | 0.0407% | $27.0 | 3.9 | 56.6% | 159 |
| -4 | -2 | 2 | 0.0454% | $21.8 | 3.9 | 56.7% | 240 |
| -9 | -6 | 3 | 0.0633% | $27.8 | 3.9 | 58.8% | 160 |
| -7 | -5 | 2 | 0.0207% | $23.4 | 3.8 | 64.7% | 317 |
| -7 | -2 | 3 | 0.0387% | $22.4 | 3.8 | 60.2% | 319 |
| -7 | -3 | 2 | 0.0232% | $23.5 | 3.8 | 61.2% | 317 |
| -9 | -4 | 4 | 0.0836% | $26.9 | 3.8 | 63.5% | 159 |
| -4 | -3 | 2 | 0.0236% | $24.0 | 3.8 | 59.2% | 240 |
| -8 | -4 | 3 | 0.0222% | $25.7 | 3.8 | 61.8% | 319 |
| -7 | -6 | 1 | 0.0221% | $23.6 | 3.8 | 61.1% | 239 |
| -8 | -3 | 3 | 0.0233% | $25.4 | 3.8 | 61.6% | 318 |
| -9 | -8 | 3 | 0.0413% | $28.0 | 3.8 | 59.7% | 159 |
| -9 | -3 | 2 | 0.0627% | $24.1 | 3.8 | 61.9% | 239 |
| -10 | -4 | 4 | 0.0599% | $26.7 | 3.8 | 63.1% | 236 |
| -10 | -3 | 3 | 0.0252% | $24.2 | 3.8 | 58.3% | 319 |
| -8 | -6 | 4 | 0.0237% | $26.9 | 3.8 | 61.9% | 239 |
| -5 | -2 | 4 | 0.0227% | $22.6 | 3.8 | 60.3% | 320 |
| -8 | -6 | 2 | 0.0197% | $23.7 | 3.8 | 60.1% | 318 |
| -8 | -5 | 2 | 0.0405% | $23.8 | 3.8 | 64.9% | 239 |
| -8 | -7 | -1 | 0.0396% | $15.4 | 3.7 | 58.5% | 159 |
| -8 | -4 | 4 | 0.0710% | $28.9 | 3.7 | 63.1% | 160 |
| -8 | -7 | 2 | 0.0396% | $27.4 | 3.7 | 61.6% | 159 |
| -9 | -6 | 3 | 0.1094% | $29.0 | 3.7 | 60.0% | 80 |
| -9 | -3 | 3 | 0.0255% | $24.7 | 3.7 | 60.4% | 318 |
| -9 | -7 | 3 | 0.0242% | $26.3 | 3.7 | 62.2% | 238 |
| -8 | -3 | 2 | 0.0233% | $23.2 | 3.7 | 61.6% | 318 |
| -9 | -4 | 2 | 0.0468% | $22.9 | 3.7 | 59.0% | 239 |
| -10 | -3 | 4 | 0.1132% | $26.5 | 3.7 | 58.8% | 160 |
| -9 | -7 | 2 | 0.0201% | $24.4 | 3.7 | 61.5% | 317 |
| -6 | -3 | 4 | 0.0223% | $24.9 | 3.7 | 59.6% | 319 |
| -7 | -4 | 2 | 0.0221% | $23.0 | 3.7 | 59.6% | 317 |
| -9 | -6 | 2 | 0.0222% | $23.8 | 3.7 | 57.1% | 319 |
| -10 | -8 | 4 | 0.0207% | $27.9 | 3.7 | 62.5% | 317 |
| -6 | -4 | 2 | 0.0396% | $25.1 | 3.7 | 61.1% | 239 |
| -8 | -4 | 2 | 0.0222% | $23.3 | 3.7 | 59.9% | 319 |
| -8 | -5 | 2 | 0.0208% | $21.9 | 3.7 | 62.6% | 318 |
| -10 | -5 | 4 | 0.0841% | $25.8 | 3.7 | 61.0% | 159 |
| -9 | -4 | 2 | 0.0230% | $22.2 | 3.7 | 59.0% | 317 |
| -7 | -5 | 3 | 0.0254% | $24.4 | 3.7 | 60.5% | 238 |
| -8 | -7 | -2 | 0.0396% | $13.3 | 3.7 | 55.3% | 159 |
| -10 | -5 | 3 | 0.0233% | $24.0 | 3.6 | 60.7% | 318 |
| -9 | -7 | 4 | 0.0475% | $27.6 | 3.6 | 63.5% | 159 |
| -9 | -5 | 1 | 0.0229% | $20.6 | 3.6 | 60.8% | 319 |
| -10 | -6 | 4 | 0.0445% | $26.1 | 3.6 | 61.3% | 238 |
| -10 | -4 | 2 | 0.0927% | $23.7 | 3.6 | 58.5% | 159 |
| -6 | -5 | 4 | 0.0221% | $24.5 | 3.6 | 65.3% | 239 |
| -10 | -7 | 2 | 0.0208% | $24.4 | 3.6 | 62.3% | 316 |
| -10 | -4 | 3 | 0.0229% | $24.3 | 3.6 | 61.9% | 318 |
| -10 | -5 | 3 | 0.0491% | $23.3 | 3.6 | 61.1% | 239 |
| -9 | -8 | 2 | 0.0413% | $25.5 | 3.6 | 62.3% | 159 |
| -5 | -3 | 4 | 0.0202% | $23.9 | 3.6 | 59.2% | 319 |
| -8 | -2 | 4 | 0.0392% | $21.3 | 3.6 | 60.8% | 319 |
| -3 | -2 | 4 | 0.0196% | $20.7 | 3.6 | 62.3% | 321 |
| -9 | -5 | 2 | 0.0788% | $22.7 | 3.6 | 61.3% | 160 |
| -10 | -6 | 3 | 0.0220% | $24.1 | 3.6 | 60.1% | 316 |
| -5 | -3 | 4 | 0.0398% | $25.1 | 3.6 | 57.7% | 239 |
| -10 | -2 | 3 | 0.0414% | $20.3 | 3.6 | 58.9% | 319 |
| -5 | -2 | 3 | 0.0227% | $20.7 | 3.6 | 59.4% | 320 |
| -9 | -6 | 2 | 0.0633% | $24.8 | 3.6 | 58.1% | 160 |
| -7 | -4 | 4 | 0.0701% | $26.9 | 3.6 | 62.3% | 159 |
| -10 | -8 | 3 | 0.0207% | $25.9 | 3.5 | 59.9% | 317 |
| -9 | -5 | 3 | 0.1372% | $26.7 | 3.5 | 56.2% | 80 |
| -9 | -2 | 3 | 0.0778% | $21.0 | 3.5 | 60.8% | 240 |
| -7 | -4 | 3 | 0.0418% | $24.3 | 3.5 | 60.9% | 238 |
| -8 | -3 | 4 | 0.0508% | $25.2 | 3.5 | 59.8% | 239 |
| -7 | -5 | 2 | 0.0588% | $24.2 | 3.5 | 62.9% | 159 |
| -9 | -2 | 3 | 0.0423% | $20.4 | 3.5 | 59.2% | 319 |
| -6 | -3 | 3 | 0.0223% | $22.9 | 3.5 | 58.9% | 319 |
| -7 | -3 | 4 | 0.0467% | $24.9 | 3.5 | 57.7% | 239 |
| -9 | -3 | 2 | 0.0255% | $21.6 | 3.5 | 60.7% | 318 |
| -10 | -4 | 3 | 0.0599% | $24.1 | 3.5 | 60.2% | 236 |
| -5 | -3 | 3 | 0.0202% | $22.2 | 3.5 | 59.2% | 319 |
| -7 | -2 | 2 | 0.0387% | $19.2 | 3.4 | 58.8% | 318 |
| -10 | -3 | 4 | 0.0677% | $23.6 | 3.4 | 58.2% | 239 |
| -5 | -3 | 3 | 0.0398% | $23.4 | 3.4 | 59.0% | 239 |
| -4 | -2 | 2 | 0.0670% | $21.4 | 3.4 | 55.6% | 160 |
| -10 | -3 | 2 | 0.0252% | $20.5 | 3.4 | 59.2% | 319 |
| -7 | -6 | 1 | 0.0407% | $21.9 | 3.4 | 57.9% | 159 |
| -9 | -8 | 1 | 0.0229% | $21.8 | 3.4 | 59.0% | 239 |
| -7 | -6 | 4 | 0.0676% | $28.1 | 3.4 | 57.5% | 80 |
| -8 | -6 | 3 | 0.0237% | $23.8 | 3.4 | 59.0% | 239 |
| -8 | -4 | 3 | 0.0710% | $25.7 | 3.4 | 59.4% | 160 |
| -3 | -2 | 4 | 0.0696% | $23.6 | 3.4 | 56.8% | 81 |
| -10 | -5 | 3 | 0.0841% | $23.7 | 3.4 | 57.9% | 159 |
| -10 | -2 | 4 | 0.0695% | $21.0 | 3.4 | 59.0% | 239 |
| -10 | -3 | 3 | 0.1132% | $23.8 | 3.4 | 56.2% | 160 |
| -10 | -7 | 4 | 0.0420% | $25.9 | 3.4 | 61.6% | 237 |
| -8 | -7 | 4 | 0.0212% | $24.3 | 3.4 | 60.1% | 238 |
| -6 | -4 | 2 | 0.0208% | $21.5 | 3.4 | 60.6% | 317 |
| -9 | -5 | 4 | 0.1372% | $25.4 | 3.4 | 58.8% | 80 |
| -7 | -5 | 1 | 0.0207% | $19.1 | 3.3 | 61.6% | 318 |
| -9 | -3 | 4 | 0.1041% | $25.8 | 3.3 | 56.6% | 159 |
| -9 | -7 | 2 | 0.0242% | $23.0 | 3.3 | 59.2% | 238 |
| -10 | -6 | 2 | 0.0220% | $21.1 | 3.3 | 57.3% | 316 |
| -8 | -2 | 3 | 0.0392% | $19.1 | 3.3 | 58.3% | 319 |
| -8 | -4 | 2 | 0.0710% | $23.7 | 3.3 | 61.3% | 160 |
| -9 | -6 | 2 | 0.1094% | $24.9 | 3.3 | 58.8% | 80 |
| -8 | -3 | 3 | 0.0508% | $23.5 | 3.3 | 60.3% | 239 |
| -4 | -2 | 2 | 0.1022% | $24.1 | 3.3 | 56.2% | 80 |
| -3 | -2 | 3 | 0.0196% | $18.0 | 3.3 | 60.1% | 321 |
| -8 | -3 | 2 | 0.0508% | $21.8 | 3.3 | 61.1% | 239 |
| -10 | -6 | 3 | 0.0445% | $23.0 | 3.3 | 58.4% | 238 |
| -7 | -4 | 2 | 0.0418% | $21.3 | 3.3 | 60.1% | 238 |
| -6 | -5 | 3 | 0.0221% | $21.6 | 3.2 | 62.8% | 239 |
| -10 | -6 | 4 | 0.0798% | $24.7 | 3.2 | 58.5% | 159 |
| -10 | -5 | 2 | 0.0491% | $19.7 | 3.2 | 61.1% | 239 |
| -10 | -5 | 2 | 0.0233% | $20.3 | 3.2 | 61.0% | 318 |
| -5 | -3 | 2 | 0.0202% | $19.1 | 3.2 | 58.3% | 319 |
| -9 | -8 | 1 | 0.0198% | $19.2 | 3.2 | 58.5% | 318 |
| -7 | -5 | 2 | 0.0254% | $20.3 | 3.2 | 61.3% | 238 |
| -10 | -5 | -1 | 0.0841% | $11.3 | 3.2 | 57.2% | 159 |
| -10 | -3 | 3 | 0.0677% | $21.5 | 3.2 | 56.9% | 239 |
| -7 | -3 | 3 | 0.0467% | $22.3 | 3.2 | 56.5% | 239 |
| -9 | -7 | -1 | 0.0475% | $13.7 | 3.2 | 57.2% | 159 |
| -10 | -4 | 2 | 0.0229% | $20.1 | 3.2 | 59.4% | 318 |
| -3 | -2 | 3 | 0.0696% | $21.0 | 3.2 | 56.8% | 81 |
| -10 | -9 | 4 | 0.0226% | $24.4 | 3.2 | 59.7% | 238 |
| -10 | -7 | 3 | 0.0420% | $24.2 | 3.2 | 61.6% | 237 |
| -8 | -7 | 1 | 0.0396% | $21.4 | 3.1 | 57.9% | 159 |
| -9 | -4 | 3 | 0.0836% | $21.6 | 3.1 | 57.2% | 159 |
| -8 | -6 | 2 | 0.0237% | $21.0 | 3.1 | 58.2% | 239 |
| -3 | -2 | 4 | 0.0234% | $18.8 | 3.1 | 61.0% | 241 |
| -10 | -8 | 2 | 0.0207% | $21.8 | 3.1 | 59.6% | 317 |
| -9 | -3 | 3 | 0.1041% | $23.5 | 3.1 | 57.9% | 159 |
| -8 | -5 | 4 | 0.0662% | $23.2 | 3.1 | 65.4% | 159 |
| -6 | -5 | 4 | 0.0401% | $21.4 | 3.1 | 66.0% | 159 |
| -10 | -4 | 2 | 0.0599% | $20.4 | 3.1 | 58.9% | 236 |
| -6 | -3 | 2 | 0.0223% | $19.1 | 3.1 | 59.1% | 318 |
| -9 | -7 | 3 | 0.0475% | $23.1 | 3.1 | 62.3% | 159 |
| -5 | -3 | 2 | 0.0398% | $19.6 | 3.1 | 58.2% | 239 |
| -7 | -4 | 3 | 0.0701% | $23.5 | 3.1 | 58.5% | 159 |
| -5 | -2 | 2 | 0.0227% | $17.1 | 3.1 | 57.1% | 319 |
| -6 | -2 | 4 | 0.0234% | $18.4 | 3.1 | 59.1% | 320 |
| -8 | -6 | 1 | 0.0197% | $17.9 | 3.1 | 60.1% | 318 |
| -8 | -7 | 3 | 0.0212% | $21.8 | 3.1 | 60.9% | 238 |
| -8 | -2 | 4 | 0.0680% | $19.5 | 3.1 | 59.0% | 239 |
| -6 | -3 | 4 | 0.0430% | $22.2 | 3.1 | 56.1% | 239 |
| -10 | -6 | 2 | 0.0445% | $20.6 | 3.0 | 56.7% | 238 |
| -9 | -7 | 1 | 0.0201% | $18.7 | 3.0 | 59.3% | 317 |
| -9 | -6 | 1 | 0.0424% | $18.3 | 3.0 | 56.7% | 240 |
| -9 | -5 | 1 | 0.0452% | $18.2 | 3.0 | 59.4% | 239 |
| -10 | -3 | 2 | 0.1132% | $20.1 | 3.0 | 56.9% | 160 |
| -5 | -4 | 4 | 0.0218% | $22.7 | 3.0 | 59.0% | 239 |
| -7 | -3 | 2 | 0.0467% | $19.7 | 3.0 | 56.1% | 239 |
| -10 | -9 | 3 | 0.0226% | $22.7 | 3.0 | 57.6% | 238 |
| -3 | -2 | 4 | 0.0453% | $19.1 | 3.0 | 59.6% | 161 |
| -8 | -5 | 1 | 0.0405% | $17.4 | 3.0 | 60.7% | 239 |
| -6 | -2 | 3 | 0.0234% | $17.1 | 3.0 | 57.2% | 320 |
| -8 | -4 | 1 | 0.0438% | $18.9 | 3.0 | 59.4% | 239 |
| -10 | -5 | 2 | 0.0841% | $19.8 | 3.0 | 59.7% | 159 |
| -7 | -2 | 4 | 0.0610% | $19.0 | 3.0 | 58.6% | 239 |
| -10 | -2 | 3 | 0.0695% | $17.7 | 2.9 | 57.3% | 239 |
| -7 | -6 | 1 | 0.0676% | $22.0 | 2.9 | 57.5% | 80 |
| -10 | -5 | 4 | 0.1434% | $22.4 | 2.9 | 58.8% | 80 |
| -9 | -5 | 2 | 0.1372% | $21.4 | 2.9 | 61.3% | 80 |
| -6 | -3 | 3 | 0.0430% | $20.5 | 2.9 | 55.6% | 239 |
| -3 | -2 | 3 | 0.0234% | $16.5 | 2.9 | 59.3% | 241 |
| -8 | -2 | 2 | 0.0392% | $16.0 | 2.9 | 57.7% | 319 |
| -5 | -4 | 3 | 0.0218% | $21.3 | 2.9 | 59.4% | 239 |
| -9 | -7 | -1 | 0.0242% | $11.9 | 2.9 | 55.5% | 238 |
| -10 | -2 | 2 | 0.0414% | $15.8 | 2.9 | 57.1% | 319 |
| -9 | -5 | 1 | 0.0788% | $16.2 | 2.9 | 56.9% | 160 |
| -10 | -6 | 3 | 0.0798% | $21.7 | 2.9 | 55.3% | 159 |
| -9 | -2 | 2 | 0.0423% | $16.0 | 2.8 | 57.5% | 318 |
| -7 | -4 | 2 | 0.0701% | $20.3 | 2.8 | 57.9% | 159 |
| -9 | -2 | 2 | 0.0778% | $16.2 | 2.8 | 59.0% | 239 |
| -9 | -3 | 2 | 0.1041% | $19.9 | 2.8 | 57.9% | 159 |
| -9 | -6 | 1 | 0.0222% | $16.7 | 2.8 | 55.2% | 319 |
| -10 | -3 | 2 | 0.0677% | $17.8 | 2.8 | 57.3% | 239 |
| -9 | -2 | 4 | 0.1133% | $18.6 | 2.8 | 56.2% | 160 |
| -9 | -6 | 1 | 0.0633% | $17.6 | 2.8 | 56.2% | 160 |
| -8 | -5 | 3 | 0.0662% | $20.6 | 2.8 | 61.6% | 159 |
| -10 | -7 | 2 | 0.0420% | $20.3 | 2.8 | 59.5% | 237 |
| -7 | -5 | 1 | 0.0588% | $17.7 | 2.8 | 61.6% | 159 |
| -7 | -4 | 1 | 0.0221% | $16.6 | 2.8 | 57.5% | 318 |
| -9 | -7 | 1 | 0.0242% | $17.8 | 2.8 | 58.4% | 238 |
| -6 | -4 | 1 | 0.0396% | $17.6 | 2.8 | 59.4% | 239 |
| -6 | -5 | 3 | 0.0401% | $18.5 | 2.8 | 62.9% | 159 |
| -10 | -7 | 1 | 0.0208% | $17.4 | 2.8 | 59.5% | 316 |
| -8 | -2 | 3 | 0.0680% | $17.2 | 2.8 | 55.2% | 239 |
| -5 | -4 | 4 | 0.0420% | $23.2 | 2.7 | 58.8% | 160 |
| -9 | -5 | -1 | 0.1372% | $10.0 | 2.7 | 60.0% | 80 |
| -9 | -4 | 2 | 0.0836% | $17.8 | 2.7 | 56.0% | 159 |
| -8 | -3 | 1 | 0.0233% | $15.8 | 2.7 | 59.4% | 318 |
| -3 | -2 | 3 | 0.0453% | $16.8 | 2.7 | 60.2% | 161 |
| -6 | -4 | 4 | 0.0583% | $21.1 | 2.7 | 61.6% | 159 |
| -8 | -5 | 1 | 0.0208% | $15.3 | 2.7 | 58.8% | 318 |
| -8 | -7 | 2 | 0.0212% | $18.4 | 2.7 | 57.1% | 238 |
| -6 | -2 | 4 | 0.0588% | $16.9 | 2.7 | 55.8% | 240 |
| -9 | -4 | 1 | 0.0468% | $15.4 | 2.7 | 57.7% | 239 |
| -4 | -3 | 1 | 0.0202% | $15.2 | 2.7 | 59.4% | 320 |
| -7 | -3 | 1 | 0.0232% | $15.4 | 2.7 | 58.5% | 318 |
| -9 | -7 | 2 | 0.0475% | $19.3 | 2.7 | 58.5% | 159 |
| -5 | -4 | 3 | 0.0420% | $21.9 | 2.7 | 57.5% | 160 |
| -9 | -8 | 1 | 0.0413% | $17.5 | 2.7 | 57.9% | 159 |
| -8 | -4 | 1 | 0.0222% | $15.8 | 2.6 | 58.0% | 319 |
| -4 | -2 | 1 | 0.0228% | $14.1 | 2.6 | 56.9% | 320 |
| -9 | -4 | 1 | 0.0230% | $14.9 | 2.6 | 57.5% | 318 |
| -10 | -8 | 4 | 0.0400% | $19.9 | 2.6 | 60.1% | 238 |
| -8 | -2 | 4 | 0.1020% | $17.5 | 2.6 | 56.9% | 160 |
| -9 | -8 | 4 | 0.0671% | $21.6 | 2.6 | 57.5% | 80 |
| -6 | -2 | 3 | 0.0588% | $15.9 | 2.6 | 55.8% | 240 |
| -7 | -3 | 4 | 0.0834% | $20.6 | 2.6 | 56.0% | 159 |
| -7 | -2 | 3 | 0.0610% | $16.5 | 2.6 | 56.1% | 239 |
| -6 | -2 | 2 | 0.0234% | $14.2 | 2.6 | 55.8% | 319 |
| -7 | -5 | 1 | 0.0254% | $15.4 | 2.6 | 59.2% | 238 |
| -6 | -2 | 4 | 0.0831% | $17.7 | 2.6 | 56.2% | 160 |
| -10 | -3 | 4 | 0.1683% | $22.4 | 2.6 | 57.5% | 80 |
| -8 | -6 | 4 | 0.0472% | $18.5 | 2.5 | 56.6% | 159 |
| -10 | -4 | 4 | 0.1526% | $21.4 | 2.5 | 58.8% | 80 |
| -4 | -3 | 1 | 0.0236% | $15.2 | 2.5 | 60.4% | 240 |
| -5 | -4 | 2 | 0.0218% | $17.7 | 2.5 | 56.1% | 239 |
| -10 | -2 | 4 | 0.1208% | $16.5 | 2.5 | 55.6% | 160 |
| -5 | -2 | 4 | 0.0452% | $15.9 | 2.5 | 56.1% | 239 |
| -6 | -5 | 2 | 0.0221% | $15.9 | 2.5 | 63.0% | 238 |
| -8 | -4 | 1 | 0.0710% | $16.9 | 2.5 | 56.9% | 160 |
| -6 | -4 | 1 | 0.0208% | $15.2 | 2.5 | 57.9% | 318 |
| -7 | -4 | 4 | 0.1147% | $22.4 | 2.5 | 56.2% | 80 |
| -10 | -8 | 3 | 0.0400% | $18.3 | 2.5 | 56.7% | 238 |
| -4 | -3 | 1 | 0.0452% | $15.6 | 2.5 | 59.4% | 160 |
| -7 | -4 | 1 | 0.0418% | $15.5 | 2.5 | 57.6% | 238 |
| -10 | -9 | 2 | 0.0226% | $17.9 | 2.5 | 55.9% | 238 |
| -6 | -4 | 3 | 0.0583% | $18.8 | 2.5 | 59.1% | 159 |
| -10 | -5 | 1 | 0.0491% | $13.7 | 2.4 | 56.5% | 239 |
| -8 | -2 | 2 | 0.0680% | $14.5 | 2.4 | 56.1% | 239 |
| -8 | -5 | 2 | 0.0662% | $16.7 | 2.4 | 62.3% | 159 |
| -10 | -5 | 1 | 0.0233% | $14.2 | 2.4 | 57.5% | 318 |
| -9 | -3 | 1 | 0.0627% | $14.2 | 2.4 | 60.7% | 239 |
| -8 | -6 | 1 | 0.0237% | $14.4 | 2.4 | 56.9% | 239 |
| -10 | -6 | 1 | 0.0220% | $14.1 | 2.4 | 56.6% | 316 |
| -7 | -2 | 2 | 0.0610% | $14.0 | 2.3 | 55.9% | 238 |
| -9 | -8 | 0 | 0.0229% | $15.6 | 2.3 | 55.6% | 239 |
| -10 | -5 | 2 | 0.1434% | $17.1 | 2.3 | 56.2% | 80 |
| -9 | -3 | 1 | 0.0255% | $13.2 | 2.3 | 59.1% | 318 |
| -10 | -7 | -1 | 0.0208% | $8.7 | 2.2 | 56.0% | 316 |
| -6 | -2 | 3 | 0.0831% | $15.2 | 2.2 | 56.9% | 160 |
| -10 | -8 | 1 | 0.0207% | $14.7 | 2.2 | 55.5% | 317 |
| -10 | -4 | 1 | 0.0927% | $13.3 | 2.2 | 56.6% | 159 |
| -4 | -2 | 1 | 0.0454% | $12.0 | 2.2 | 55.8% | 240 |
| -10 | -6 | 1 | 0.0445% | $13.5 | 2.2 | 56.3% | 238 |
| -8 | -4 | 4 | 0.1261% | $20.2 | 2.2 | 56.2% | 80 |
| -7 | -5 | 4 | 0.0895% | $15.9 | 2.1 | 62.5% | 80 |
| -10 | -4 | 1 | 0.0229% | $12.6 | 2.1 | 57.2% | 318 |
| -7 | -5 | 3 | 0.0895% | $15.9 | 2.1 | 56.2% | 80 |
| -8 | -3 | 1 | 0.0508% | $12.8 | 2.1 | 58.6% | 239 |
| -9 | -4 | 4 | 0.1414% | $16.5 | 2.1 | 60.0% | 80 |
| -10 | -8 | 2 | 0.0400% | $14.5 | 2.1 | 56.7% | 238 |
| -8 | -7 | 4 | 0.0628% | $17.8 | 2.1 | 57.5% | 80 |
| -10 | -3 | 1 | 0.0252% | $11.6 | 2.0 | 55.8% | 319 |
| Momentum Entry | Momentum Exit | PnL Exit | Threshold | Avg Pnl | Sharpe | Win % | Count Trades |
|---|---|---|---|---|---|---|---|
| -10 | -9 | 9 | 0.0248% | $65.4 | 6.5 | 65.2% | 89 |
| -10 | -9 | 10 | 0.0248% | $65.0 | 6.3 | 66.3% | 89 |
| -10 | -9 | 8 | 0.0248% | $56.6 | 6.2 | 63.9% | 97 |
| -10 | -9 | -5 | 0.0458% | $33.1 | 6.1 | 65.4% | 81 |
| -10 | -9 | -3 | 0.0458% | $40.2 | 5.9 | 59.3% | 81 |
| -8 | -4 | 8 | 0.0747% | $44.0 | 5.4 | 60.0% | 50 |
| -10 | -9 | -1 | -0.0554% | $46.6 | 5.4 | 64.2% | 81 |
| -10 | -7 | 8 | 0.0632% | $51.1 | 5.4 | 67.9% | 53 |
| -10 | -9 | 5 | 0.0248% | $46.2 | 5.3 | 63.4% | 112 |
| -7 | -3 | 10 | -0.0680% | $47.4 | 5.3 | 61.0% | 41 |
| -10 | -5 | 8 | 0.0869% | $45.6 | 5.2 | 65.5% | 55 |
| -10 | -9 | -2 | -0.0554% | $43.3 | 5.2 | 65.0% | 80 |
| -7 | -3 | 9 | -0.0680% | $47.3 | 5.1 | 63.4% | 41 |
| -9 | -4 | 8 | -0.0772% | $45.5 | 5.0 | 59.2% | 49 |
| -10 | -9 | -4 | 0.0458% | $33.2 | 4.9 | 59.3% | 81 |
| -10 | -7 | 9 | 0.0367% | $47.6 | 4.9 | 63.9% | 97 |
| -7 | -3 | 8 | -0.0680% | $38.8 | 4.9 | 62.8% | 43 |
| -10 | -7 | 8 | 0.0367% | $43.2 | 4.9 | 66.3% | 98 |
| -10 | -7 | 10 | 0.0367% | $48.2 | 4.8 | 66.0% | 97 |
| -9 | -4 | 9 | -0.0772% | $62.7 | 4.8 | 56.1% | 41 |
| -7 | -4 | 9 | -0.0587% | $41.3 | 4.8 | 57.8% | 45 |
| -10 | -7 | 9 | 0.0632% | $52.1 | 4.8 | 66.7% | 54 |
| -10 | -9 | 6 | 0.0248% | $42.8 | 4.8 | 61.0% | 105 |
| -10 | -9 | 8 | 0.0458% | $50.7 | 4.7 | 62.0% | 50 |
| -10 | -9 | 9 | 0.0458% | $56.1 | 4.7 | 62.5% | 48 |
| -10 | -7 | 9 | 0.0217% | $42.3 | 4.7 | 65.0% | 140 |
| -10 | -4 | 8 | 0.0925% | $35.8 | 4.7 | 66.0% | 53 |
| -6 | -3 | 8 | -0.0644% | $39.6 | 4.7 | 65.0% | 40 |
| -10 | -8 | 9 | 0.0157% | $45.3 | 4.7 | 63.2% | 133 |
| -10 | -8 | -1 | -0.0668% | $40.2 | 4.6 | 65.0% | 80 |
| -10 | -7 | 10 | 0.0632% | $52.5 | 4.6 | 68.5% | 54 |
| -10 | -9 | -2 | 0.0458% | $34.9 | 4.6 | 60.5% | 81 |
| -10 | -7 | 10 | 0.0217% | $42.0 | 4.6 | 65.7% | 140 |
| -10 | -8 | -5 | 0.0567% | $22.9 | 4.6 | 60.0% | 80 |
| -7 | -4 | 10 | -0.0587% | $38.0 | 4.6 | 55.6% | 45 |
| -10 | -9 | -3 | -0.0554% | $32.7 | 4.5 | 67.5% | 80 |
| -10 | -8 | 10 | 0.0157% | $45.3 | 4.5 | 60.9% | 133 |
| -10 | -9 | 10 | 0.0458% | $54.6 | 4.5 | 64.6% | 48 |
| -10 | -8 | -3 | 0.0567% | $30.6 | 4.5 | 58.8% | 80 |
| -9 | -4 | 10 | -0.0772% | $63.5 | 4.5 | 56.1% | 41 |
| -10 | -9 | -5 | 0.0248% | $20.7 | 4.5 | 59.6% | 161 |
| -10 | -8 | -2 | 0.0567% | $33.0 | 4.5 | 62.5% | 80 |
| -10 | -9 | 0 | 0.0248% | $37.1 | 4.4 | 60.9% | 161 |
| -10 | -9 | 0 | 0.0152% | $35.6 | 4.4 | 61.4% | 241 |
| -4 | -2 | 0 | 0.0512% | $28.9 | 4.4 | 60.5% | 81 |
| -10 | -9 | -8 | -0.0554% | $12.9 | 4.4 | 57.5% | 80 |
| -10 | -8 | 5 | 0.0157% | $36.8 | 4.4 | 62.4% | 170 |
| -10 | -9 | -3 | 0.0248% | $25.7 | 4.3 | 55.9% | 161 |
| -9 | -4 | 8 | 0.0788% | $34.1 | 4.3 | 62.5% | 56 |
| -10 | -6 | 8 | 0.0748% | $41.7 | 4.3 | 59.2% | 49 |
| -10 | -9 | 7 | 0.0248% | $39.1 | 4.3 | 61.9% | 97 |
| -10 | -8 | 9 | 0.0567% | $50.4 | 4.3 | 69.1% | 55 |
| -10 | -9 | 0 | 0.0055% | $31.5 | 4.3 | 61.1% | 321 |
| -10 | -9 | 8 | 0.0055% | $38.6 | 4.2 | 62.6% | 190 |
| -10 | -9 | 6 | 0.0055% | $34.9 | 4.2 | 61.6% | 211 |
| -10 | -8 | 8 | 0.0157% | $37.2 | 4.2 | 62.4% | 141 |
| -10 | -9 | 3 | 0.0248% | $34.3 | 4.2 | 60.5% | 129 |
| -10 | -7 | -5 | 0.0632% | $15.3 | 4.1 | 56.2% | 80 |
| -10 | -9 | 8 | 0.0152% | $40.8 | 4.1 | 62.2% | 148 |
| -10 | -9 | 7 | 0.0055% | $32.8 | 4.1 | 64.9% | 188 |
| -10 | -7 | 8 | 0.0217% | $34.0 | 4.1 | 65.0% | 143 |
| -10 | -8 | 10 | 0.0567% | $50.0 | 4.1 | 67.3% | 55 |
| -10 | -8 | 10 | 0.0297% | $44.1 | 4.1 | 62.0% | 92 |
| -10 | -8 | 9 | 0.0054% | $37.6 | 4.1 | 62.9% | 178 |
| -10 | -8 | 9 | 0.0297% | $43.0 | 4.1 | 63.0% | 92 |
| -3 | -2 | 0 | 0.0356% | $19.3 | 4.1 | 63.0% | 81 |
| -10 | -9 | 0 | 0.0458% | $41.5 | 4.0 | 61.7% | 81 |
| -10 | -9 | -8 | -0.0155% | $8.6 | 4.0 | 56.9% | 239 |
| -10 | -8 | 8 | 0.0054% | $34.2 | 4.0 | 63.1% | 187 |
| -10 | -7 | 7 | 0.0632% | $41.1 | 4.0 | 65.3% | 49 |
| -10 | -9 | 5 | 0.0055% | $35.6 | 4.0 | 63.1% | 225 |
| -10 | -6 | 8 | 0.0431% | $36.2 | 4.0 | 63.4% | 101 |
| -10 | -8 | 8 | 0.0567% | $42.3 | 4.0 | 67.9% | 53 |
| -10 | -9 | 6 | 0.0152% | $35.5 | 4.0 | 59.3% | 162 |
| -10 | -8 | 5 | 0.0054% | $32.1 | 4.0 | 63.0% | 227 |
| -10 | -8 | -2 | -0.0668% | $33.7 | 4.0 | 58.8% | 80 |
| -10 | -8 | 6 | 0.0157% | $35.1 | 4.0 | 63.9% | 155 |
| -10 | -8 | 10 | 0.0054% | $37.2 | 4.0 | 60.7% | 178 |
| -10 | -8 | -4 | 0.0567% | $24.1 | 3.9 | 62.5% | 80 |
| -10 | -7 | -3 | 0.0632% | $24.2 | 3.9 | 57.5% | 80 |
| -10 | -9 | -2 | 0.0152% | $22.9 | 3.9 | 55.2% | 241 |
| -10 | -9 | -3 | 0.0152% | $20.5 | 3.9 | 56.0% | 241 |
| -3 | -2 | 0 | 0.0245% | $16.0 | 3.9 | 58.4% | 161 |
| -10 | -3 | 8 | 0.0608% | $26.3 | 3.8 | 56.9% | 102 |
| -10 | -8 | 8 | -0.0668% | $55.9 | 3.8 | 60.0% | 40 |
| -10 | -8 | 3 | -0.0668% | $43.3 | 3.8 | 57.8% | 64 |
| -9 | -5 | 8 | 0.0403% | $30.0 | 3.7 | 63.0% | 100 |
| -7 | -4 | -1 | -0.0587% | $20.5 | 3.7 | 61.7% | 81 |
| -10 | -7 | 8 | -0.0746% | $42.1 | 3.7 | 58.5% | 41 |
| -10 | -9 | -4 | 0.0248% | $20.4 | 3.7 | 55.9% | 161 |
| -4 | -2 | 0 | 0.0208% | $18.4 | 3.7 | 61.2% | 242 |
| -10 | -9 | 7 | 0.0152% | $31.3 | 3.7 | 62.1% | 145 |
| -10 | -7 | 7 | 0.0367% | $32.5 | 3.7 | 62.6% | 99 |
| -3 | -2 | 0 | 0.0061% | $15.1 | 3.7 | 59.6% | 322 |
| -4 | -2 | 0 | 0.0312% | $20.4 | 3.7 | 59.6% | 161 |
| -10 | -9 | 2 | 0.0248% | $30.1 | 3.7 | 59.9% | 142 |
| -10 | -3 | 8 | 0.1000% | $30.9 | 3.7 | 55.6% | 54 |
| -8 | -3 | 8 | -0.0743% | $29.9 | 3.7 | 60.5% | 43 |
| -10 | -8 | 9 | -0.0668% | $51.4 | 3.7 | 55.6% | 45 |
| -10 | -8 | 0 | 0.0157% | $28.5 | 3.7 | 60.8% | 240 |
| -10 | -9 | 3 | 0.0055% | $29.0 | 3.7 | 61.6% | 263 |
| -8 | -4 | 8 | 0.0435% | $29.0 | 3.6 | 56.6% | 99 |
| -10 | -7 | 10 | -0.0746% | $56.8 | 3.6 | 56.1% | 41 |
| -10 | -5 | 8 | 0.0315% | $26.8 | 3.6 | 63.3% | 150 |
| -10 | -9 | 4 | 0.0248% | $31.3 | 3.6 | 56.1% | 123 |
| -10 | -9 | 5 | 0.0152% | $34.6 | 3.6 | 62.0% | 171 |
| -10 | -8 | 6 | 0.0054% | $30.8 | 3.6 | 63.1% | 203 |
| -5 | -4 | -1 | -0.0454% | $19.3 | 3.6 | 59.3% | 81 |
| -10 | -8 | -5 | 0.0297% | $14.2 | 3.6 | 55.6% | 160 |
| -10 | -6 | 10 | 0.0748% | $41.2 | 3.6 | 62.5% | 56 |
| -10 | -8 | 10 | -0.0668% | $49.3 | 3.6 | 57.8% | 45 |
| -8 | -5 | 8 | 0.0371% | $30.7 | 3.6 | 58.9% | 95 |
| -10 | -8 | 5 | 0.0567% | $36.9 | 3.6 | 64.5% | 62 |
| -10 | -7 | 9 | -0.0746% | $52.7 | 3.6 | 56.1% | 41 |
| -10 | -9 | -5 | 0.0152% | $15.2 | 3.6 | 58.5% | 241 |
| -10 | -8 | 0 | -0.0668% | $40.0 | 3.6 | 59.5% | 79 |
| -10 | -8 | 5 | 0.0297% | $31.4 | 3.6 | 61.7% | 115 |
| -10 | -9 | 1 | 0.0248% | $27.3 | 3.6 | 59.0% | 156 |
| -10 | -6 | 9 | 0.0748% | $39.7 | 3.6 | 62.5% | 56 |
| -10 | -9 | 5 | 0.0458% | $33.9 | 3.6 | 61.3% | 62 |
| -10 | -7 | 9 | 0.0092% | $31.4 | 3.6 | 60.9% | 184 |
| -10 | -5 | 8 | 0.0158% | $24.6 | 3.5 | 60.6% | 193 |
| -10 | -9 | 0 | -0.0554% | $38.1 | 3.5 | 58.8% | 80 |
| -10 | -8 | 3 | 0.0157% | $28.5 | 3.5 | 60.8% | 194 |
| -10 | -9 | 9 | 0.0055% | $36.5 | 3.5 | 62.3% | 191 |
| -9 | -5 | 8 | 0.0650% | $30.2 | 3.5 | 63.0% | 54 |
| -10 | -7 | 6 | 0.0217% | $30.4 | 3.5 | 65.6% | 157 |
| -3 | -2 | 0 | 0.0152% | $14.8 | 3.5 | 59.5% | 242 |
| -10 | -9 | 3 | -0.0554% | $39.8 | 3.5 | 59.4% | 64 |
| -10 | -9 | 1 | 0.0055% | $24.8 | 3.5 | 60.0% | 310 |
| -10 | -8 | 0 | 0.0054% | $25.5 | 3.5 | 60.0% | 320 |
| -8 | -2 | 10 | 0.0925% | $30.0 | 3.5 | 66.7% | 48 |
| -10 | -4 | 8 | 0.0157% | $24.7 | 3.4 | 61.4% | 202 |
| -10 | -8 | -2 | 0.0297% | $20.7 | 3.4 | 56.2% | 160 |
| -8 | -4 | 4 | 0.0747% | $31.0 | 3.4 | 57.8% | 64 |
| -10 | -3 | 10 | 0.0608% | $29.0 | 3.4 | 63.5% | 96 |
| -10 | -4 | 8 | 0.0341% | $25.0 | 3.4 | 60.8% | 153 |
| -4 | -2 | 0 | 0.0108% | $16.4 | 3.4 | 59.6% | 322 |
| -10 | -9 | 9 | 0.0152% | $38.9 | 3.4 | 62.9% | 140 |
| -8 | -2 | 9 | 0.0925% | $29.4 | 3.4 | 64.6% | 48 |
| -10 | -7 | -5 | 0.0367% | $10.2 | 3.4 | 55.6% | 160 |
| -10 | -7 | 10 | 0.0092% | $30.3 | 3.4 | 60.9% | 184 |
| -10 | -9 | 3 | 0.0152% | $28.7 | 3.3 | 60.6% | 198 |
| -10 | -9 | -4 | 0.0152% | $16.3 | 3.3 | 55.2% | 241 |
| -10 | -4 | 8 | 0.0536% | $25.0 | 3.3 | 59.8% | 102 |
| -10 | -9 | 2 | 0.0055% | $25.8 | 3.3 | 60.8% | 283 |
| -9 | -3 | 8 | 0.0856% | $24.3 | 3.3 | 55.9% | 59 |
| -9 | -2 | 9 | 0.0198% | $20.5 | 3.3 | 62.0% | 187 |
| -10 | -4 | 9 | 0.0341% | $27.2 | 3.3 | 63.1% | 141 |
| -10 | -7 | 5 | 0.0217% | $27.7 | 3.3 | 64.2% | 176 |
| -10 | -6 | 9 | 0.0267% | $30.2 | 3.3 | 62.4% | 149 |
| -10 | -5 | 9 | 0.0158% | $24.7 | 3.3 | 59.0% | 188 |
| -8 | -5 | 8 | 0.0147% | $23.7 | 3.3 | 60.6% | 180 |
| -10 | -9 | 6 | 0.0458% | $32.5 | 3.3 | 64.9% | 57 |
| -10 | -5 | 9 | 0.0315% | $26.8 | 3.3 | 61.1% | 144 |
| -10 | -9 | 1 | 0.0152% | $25.1 | 3.3 | 60.0% | 235 |
| -10 | -6 | 8 | 0.0267% | $27.7 | 3.3 | 62.6% | 147 |
| -10 | -3 | 9 | 0.0608% | $27.3 | 3.3 | 62.5% | 96 |
| -10 | -6 | 10 | 0.0267% | $30.2 | 3.2 | 61.7% | 149 |
| -10 | -8 | 8 | 0.0297% | $29.5 | 3.2 | 60.8% | 97 |
| -10 | -5 | 10 | 0.0315% | $27.5 | 3.2 | 58.3% | 144 |
| -10 | -7 | -2 | 0.0632% | $20.9 | 3.2 | 57.5% | 80 |
| -7 | -4 | 0 | -0.0587% | $27.7 | 3.2 | 56.2% | 80 |
| -10 | -4 | 10 | 0.0925% | $32.4 | 3.2 | 70.7% | 58 |
| -10 | -9 | 10 | 0.0055% | $35.5 | 3.2 | 61.8% | 191 |
| -10 | -8 | 2 | 0.0157% | $26.0 | 3.2 | 60.0% | 210 |
| -10 | -4 | 10 | 0.0341% | $27.1 | 3.2 | 61.7% | 141 |
| -6 | -3 | 9 | -0.0644% | $28.4 | 3.2 | 55.8% | 43 |
| -10 | -8 | 0 | 0.0297% | $27.8 | 3.2 | 60.0% | 160 |
| -10 | -9 | -3 | -0.0155% | $17.4 | 3.2 | 56.9% | 239 |
| -10 | -8 | 3 | 0.0054% | $24.9 | 3.2 | 59.8% | 261 |
| -10 | -9 | -4 | -0.0554% | $21.1 | 3.2 | 63.0% | 81 |
| -10 | -7 | 5 | 0.0367% | $28.3 | 3.2 | 61.4% | 127 |
| -10 | -9 | -3 | -0.0295% | $18.7 | 3.2 | 57.2% | 159 |
| -9 | -2 | 9 | 0.0377% | $21.1 | 3.2 | 63.0% | 135 |
| -10 | -5 | 8 | 0.0491% | $25.4 | 3.2 | 61.3% | 106 |
| -10 | -8 | -3 | 0.0157% | $15.7 | 3.2 | 56.2% | 240 |
| -10 | -9 | 4 | 0.0458% | $31.0 | 3.2 | 60.3% | 68 |
| -9 | -2 | 10 | 0.0603% | $22.6 | 3.2 | 61.5% | 91 |
| -10 | -7 | 9 | -0.0449% | $39.6 | 3.2 | 57.0% | 86 |
| -9 | -2 | 9 | 0.0603% | $22.7 | 3.2 | 62.6% | 91 |
| -10 | -5 | 10 | 0.0158% | $24.5 | 3.2 | 56.9% | 188 |
| -9 | -2 | 10 | 0.0377% | $21.1 | 3.2 | 62.2% | 135 |
| -9 | -2 | 10 | 0.0198% | $19.5 | 3.1 | 62.0% | 187 |
| -10 | -7 | 6 | 0.0367% | $28.7 | 3.1 | 63.9% | 108 |
| -10 | -8 | -2 | 0.0157% | $17.0 | 3.1 | 57.5% | 240 |
| -8 | -5 | 8 | 0.0232% | $23.9 | 3.1 | 60.1% | 138 |
| -10 | -2 | 10 | 0.0401% | $21.7 | 3.1 | 62.6% | 139 |
| -10 | -4 | 10 | 0.0536% | $28.3 | 3.1 | 64.1% | 103 |
| -10 | -5 | 9 | 0.0491% | $28.7 | 3.1 | 61.6% | 99 |
| -10 | -7 | 3 | 0.0367% | $25.3 | 3.1 | 62.0% | 129 |
| -7 | -4 | 8 | 0.0226% | $24.3 | 3.1 | 61.3% | 142 |
| -10 | -7 | 3 | 0.0217% | $23.7 | 3.1 | 59.6% | 193 |
| -10 | -5 | 10 | 0.0869% | $34.0 | 3.1 | 61.4% | 57 |
| -10 | -5 | 10 | 0.0491% | $29.3 | 3.1 | 59.6% | 99 |
| -10 | -6 | 8 | 0.0108% | $24.3 | 3.1 | 61.5% | 195 |
| -10 | -9 | 10 | 0.0152% | $37.5 | 3.1 | 62.1% | 140 |
| -7 | -3 | 9 | -0.0390% | $22.7 | 3.1 | 55.4% | 83 |
| -9 | -4 | 8 | 0.0469% | $24.2 | 3.1 | 59.4% | 101 |
| -10 | -9 | 2 | 0.0152% | $25.4 | 3.0 | 60.7% | 214 |
| -10 | -5 | 9 | 0.0869% | $32.7 | 3.0 | 61.4% | 57 |
| -9 | -4 | 10 | 0.0788% | $31.4 | 3.0 | 66.7% | 51 |
| -10 | -4 | 9 | 0.0536% | $27.1 | 3.0 | 64.1% | 103 |
| -10 | -4 | 9 | 0.0925% | $29.7 | 3.0 | 69.0% | 58 |
| -10 | -9 | -5 | 0.0055% | $11.7 | 3.0 | 55.1% | 321 |
| -10 | -2 | 9 | 0.0401% | $20.8 | 3.0 | 64.0% | 139 |
| -10 | -9 | -1 | 0.0152% | $19.9 | 3.0 | 56.4% | 241 |
| -10 | -8 | -2 | 0.0054% | $15.5 | 3.0 | 56.6% | 320 |
| -10 | -3 | 8 | 0.0376% | $21.1 | 3.0 | 56.0% | 159 |
| -10 | -7 | 7 | 0.0217% | $24.9 | 3.0 | 61.1% | 144 |
| -10 | -4 | 9 | 0.0157% | $23.4 | 3.0 | 62.0% | 184 |
| -7 | -2 | 3 | -0.0852% | $18.9 | 3.0 | 57.6% | 66 |
| -10 | -8 | -4 | 0.0297% | $14.5 | 3.0 | 55.6% | 160 |
| -9 | -4 | 7 | 0.0788% | $25.0 | 3.0 | 61.5% | 52 |
| -10 | -8 | 6 | 0.0297% | $27.4 | 3.0 | 62.2% | 111 |
| -10 | -8 | -3 | -0.0668% | $20.4 | 3.0 | 60.0% | 80 |
| -10 | -8 | 7 | 0.0054% | $23.8 | 3.0 | 61.6% | 190 |
| -9 | -4 | 9 | 0.0788% | $29.5 | 3.0 | 64.7% | 51 |
| -10 | -6 | 9 | 0.0431% | $30.2 | 3.0 | 62.4% | 101 |
| -10 | -8 | 2 | 0.0054% | $22.7 | 2.9 | 59.3% | 280 |
| -10 | -9 | -6 | 0.0458% | $15.2 | 2.9 | 56.8% | 81 |
| -10 | -4 | 5 | 0.0157% | $20.6 | 2.9 | 61.4% | 241 |
| -3 | -2 | 3 | 0.0245% | $15.1 | 2.9 | 55.8% | 129 |
| -10 | -8 | 1 | 0.0157% | $21.7 | 2.9 | 58.8% | 233 |
| -7 | -4 | 7 | 0.0127% | $18.9 | 2.9 | 60.4% | 202 |
| -10 | -2 | 10 | 0.0689% | $22.8 | 2.9 | 63.2% | 95 |
| -10 | -6 | 10 | 0.0431% | $30.2 | 2.9 | 62.4% | 101 |
| -10 | -6 | 9 | -0.0802% | $45.8 | 2.9 | 56.8% | 44 |
| -10 | -5 | 8 | -0.0907% | $35.2 | 2.9 | 55.3% | 47 |
| -10 | -9 | -1 | 0.0248% | $20.5 | 2.9 | 55.3% | 161 |
| -10 | -4 | 0 | 0.0157% | $17.9 | 2.9 | 60.4% | 321 |
| -10 | -2 | 9 | 0.0223% | $18.4 | 2.9 | 62.3% | 183 |
| -10 | -3 | 10 | 0.1000% | $29.5 | 2.9 | 61.4% | 57 |
| -10 | -4 | 10 | 0.0157% | $22.9 | 2.9 | 60.3% | 184 |
| -10 | -8 | 4 | 0.0157% | $23.3 | 2.9 | 57.6% | 177 |
| -9 | -3 | 0 | 0.0155% | $17.2 | 2.9 | 60.9% | 320 |
| -10 | -4 | -1 | -0.0582% | $13.3 | 2.8 | 55.9% | 161 |
| -10 | -4 | 3 | 0.0157% | $17.2 | 2.8 | 58.3% | 266 |
| -10 | -2 | 10 | 0.0223% | $18.2 | 2.8 | 61.7% | 183 |
| -9 | -8 | -5 | 0.0261% | $14.2 | 2.8 | 57.0% | 79 |
| -9 | -6 | 8 | 0.0097% | $21.3 | 2.8 | 63.2% | 190 |
| -10 | -7 | 8 | 0.0092% | $23.4 | 2.8 | 59.7% | 191 |
| -10 | -2 | 0 | 0.0223% | $14.1 | 2.8 | 57.5% | 322 |
| -8 | -2 | 9 | 0.0371% | $18.9 | 2.8 | 62.3% | 138 |
| -3 | -2 | 3 | 0.0356% | $16.8 | 2.8 | 55.2% | 67 |
| -10 | -8 | -1 | 0.0157% | $17.0 | 2.8 | 57.9% | 240 |
| -10 | -3 | 9 | 0.1000% | $27.8 | 2.8 | 59.6% | 57 |
| -9 | -5 | 10 | 0.0650% | $29.7 | 2.8 | 58.0% | 50 |
| -10 | -8 | -1 | 0.0054% | $16.0 | 2.8 | 57.2% | 320 |
| -8 | -2 | 10 | 0.0371% | $18.7 | 2.8 | 61.6% | 138 |
| -10 | -8 | -4 | 0.0157% | $12.1 | 2.8 | 55.8% | 240 |
| -10 | -7 | 6 | 0.0092% | $23.4 | 2.8 | 63.3% | 210 |
| -9 | -4 | -1 | -0.0772% | $14.9 | 2.7 | 56.8% | 81 |
| -10 | -8 | 0 | 0.0567% | $29.7 | 2.7 | 61.3% | 80 |
| -9 | -3 | 10 | 0.0504% | $23.9 | 2.7 | 59.1% | 93 |
| -10 | -4 | 3 | 0.0536% | $18.3 | 2.7 | 60.2% | 133 |
| -10 | -9 | -1 | 0.0055% | $16.7 | 2.7 | 56.7% | 321 |
| -10 | -9 | 3 | 0.0458% | $25.5 | 2.7 | 59.7% | 67 |
| -7 | -6 | 8 | 0.0054% | $22.3 | 2.7 | 60.8% | 181 |
| -9 | -3 | 10 | 0.0856% | $26.5 | 2.7 | 58.5% | 53 |
| -10 | -6 | 9 | 0.0108% | $23.6 | 2.7 | 60.2% | 186 |
| -8 | -5 | 8 | 0.0641% | $26.2 | 2.7 | 60.8% | 51 |
| -10 | -2 | 0 | 0.0401% | $15.0 | 2.7 | 57.9% | 242 |
| -10 | -4 | 4 | 0.0925% | $22.5 | 2.7 | 61.5% | 65 |
| -10 | -9 | -1 | 0.0458% | $23.3 | 2.7 | 60.5% | 81 |
| -10 | -7 | 5 | 0.0092% | $22.6 | 2.7 | 62.5% | 232 |
| -10 | -8 | 7 | 0.0157% | $22.6 | 2.7 | 59.4% | 143 |
| -10 | -8 | -1 | -0.0396% | $19.8 | 2.7 | 56.9% | 160 |
| -10 | -7 | 7 | 0.0092% | $22.2 | 2.7 | 61.6% | 190 |
| -9 | -5 | 8 | 0.0247% | $20.4 | 2.7 | 60.4% | 139 |
| -9 | -4 | 8 | 0.0140% | $19.0 | 2.7 | 59.9% | 192 |
| -10 | -8 | -1 | 0.0297% | $18.5 | 2.7 | 56.9% | 160 |
| -3 | -2 | 5 | 0.0245% | $15.2 | 2.7 | 61.9% | 113 |
| -10 | -8 | 4 | 0.0054% | $20.9 | 2.7 | 57.4% | 235 |
| -8 | -2 | 7 | 0.0925% | $17.9 | 2.7 | 64.6% | 48 |
| -10 | -9 | 1 | -0.0554% | $32.9 | 2.7 | 59.5% | 79 |
| -4 | -3 | -2 | -0.0304% | $9.3 | 2.7 | 55.6% | 81 |
| -9 | -5 | 10 | 0.0403% | $25.6 | 2.7 | 56.7% | 97 |
| -6 | -4 | -1 | -0.0554% | $12.5 | 2.7 | 58.0% | 81 |
| -10 | -8 | -1 | 0.0567% | $22.6 | 2.7 | 65.0% | 80 |
| -10 | -6 | 10 | 0.0108% | $23.2 | 2.7 | 59.1% | 186 |
| -10 | -6 | 6 | 0.0108% | $21.2 | 2.7 | 63.0% | 219 |
| -8 | -4 | 8 | 0.0267% | $19.6 | 2.7 | 56.6% | 145 |
| -10 | -6 | 5 | 0.0431% | $23.1 | 2.6 | 61.5% | 130 |
| -9 | -6 | 8 | 0.0202% | $21.3 | 2.6 | 61.6% | 146 |
| -7 | -4 | 7 | 0.0226% | $18.0 | 2.6 | 58.3% | 151 |
| -8 | -4 | 5 | 0.0747% | $26.1 | 2.6 | 58.6% | 70 |
| -8 | -4 | 7 | 0.0747% | $21.6 | 2.6 | 57.7% | 52 |
| -8 | -4 | 9 | 0.0146% | $20.6 | 2.6 | 60.6% | 180 |
| -7 | -2 | 9 | -0.0852% | $21.9 | 2.6 | 56.4% | 39 |
| -10 | -7 | 3 | 0.0092% | $19.6 | 2.6 | 59.4% | 266 |
| -10 | -3 | 9 | 0.0376% | $21.1 | 2.6 | 60.8% | 143 |
| -10 | -2 | 9 | 0.0689% | $20.4 | 2.6 | 64.2% | 95 |
| -6 | -2 | 0 | -0.0820% | $17.2 | 2.6 | 65.0% | 80 |
| -6 | -5 | -4 | -0.0280% | $8.0 | 2.6 | 56.8% | 81 |
| -8 | -4 | 5 | 0.0146% | $18.9 | 2.6 | 60.1% | 238 |
| -10 | -4 | 5 | 0.0341% | $19.2 | 2.6 | 61.5% | 179 |
| -9 | -6 | 8 | 0.0321% | $22.9 | 2.6 | 61.4% | 101 |
| -9 | -4 | 8 | 0.0277% | $19.4 | 2.6 | 59.3% | 145 |
| -8 | -4 | 8 | 0.0146% | $18.7 | 2.6 | 59.0% | 188 |
| -9 | -5 | 8 | 0.0105% | $18.6 | 2.6 | 60.0% | 195 |
| -7 | -3 | 3 | -0.0680% | $20.0 | 2.6 | 55.4% | 65 |
| -9 | -5 | 9 | 0.0403% | $23.9 | 2.6 | 57.7% | 97 |
| -10 | -6 | 6 | 0.0267% | $22.1 | 2.6 | 64.5% | 169 |
| -8 | -2 | 9 | 0.0201% | $16.3 | 2.6 | 60.8% | 181 |
| -9 | -5 | 9 | 0.0650% | $26.6 | 2.6 | 58.0% | 50 |
| -10 | -2 | 8 | 0.0401% | $15.9 | 2.6 | 55.6% | 153 |
| -10 | -8 | 6 | 0.0567% | $27.5 | 2.6 | 63.6% | 66 |
| -10 | -5 | -3 | -0.0907% | $13.0 | 2.6 | 55.6% | 81 |
| -10 | -3 | 10 | 0.0376% | $20.9 | 2.6 | 59.4% | 143 |
| -10 | -6 | 5 | 0.0748% | $25.3 | 2.6 | 58.5% | 65 |
| -10 | -8 | -2 | -0.0396% | $17.7 | 2.6 | 56.2% | 160 |
| -9 | -3 | 8 | 0.0155% | $16.5 | 2.5 | 56.7% | 194 |
| -10 | -5 | -3 | -0.0474% | $11.0 | 2.5 | 55.9% | 161 |
| -10 | -3 | 9 | 0.0203% | $18.5 | 2.5 | 60.4% | 187 |
| -9 | -2 | 10 | 0.0928% | $21.8 | 2.5 | 60.8% | 51 |
| -10 | -9 | 4 | 0.0055% | $20.5 | 2.5 | 56.9% | 246 |
| -8 | -2 | 0 | 0.0371% | $13.8 | 2.5 | 57.3% | 241 |
| -9 | -3 | 9 | 0.0504% | $21.5 | 2.5 | 58.1% | 93 |
| -3 | -2 | 3 | 0.0152% | $12.4 | 2.5 | 55.1% | 196 |
| -10 | -4 | 6 | 0.0157% | $18.4 | 2.5 | 59.7% | 221 |
| -8 | -7 | 7 | 0.0196% | $22.7 | 2.5 | 65.3% | 98 |
| -8 | -2 | 0 | 0.0594% | $15.7 | 2.5 | 57.1% | 161 |
| -9 | -6 | 7 | 0.0097% | $18.1 | 2.5 | 62.6% | 203 |
| -10 | -8 | -3 | -0.0396% | $14.2 | 2.5 | 55.6% | 160 |
| -8 | -4 | 10 | 0.0146% | $20.1 | 2.5 | 59.4% | 180 |
| -8 | -2 | 10 | 0.0201% | $15.7 | 2.5 | 60.8% | 181 |
| -8 | -4 | 0 | 0.0146% | $15.3 | 2.5 | 59.4% | 318 |
| -10 | -4 | 4 | 0.0157% | $15.4 | 2.5 | 59.8% | 241 |
| -7 | -4 | 0 | 0.0127% | $15.4 | 2.5 | 57.5% | 320 |
| -5 | -3 | 7 | 0.0053% | $15.2 | 2.5 | 62.1% | 195 |
| -10 | -3 | 0 | 0.0376% | $16.0 | 2.5 | 59.3% | 241 |
| -7 | -3 | 6 | -0.0680% | $20.3 | 2.5 | 55.8% | 52 |
| -10 | -4 | 5 | 0.0536% | $19.5 | 2.5 | 63.9% | 122 |
| -10 | -7 | 5 | -0.0746% | $31.5 | 2.4 | 55.7% | 61 |
| -10 | -4 | -1 | -0.1058% | $13.6 | 2.4 | 59.3% | 81 |
| -10 | -4 | 2 | 0.0157% | $15.3 | 2.4 | 56.1% | 287 |
| -10 | -7 | 5 | 0.0632% | $25.2 | 2.4 | 65.1% | 63 |
| -9 | -4 | 5 | 0.0469% | $20.5 | 2.4 | 59.7% | 129 |
| -10 | -4 | -2 | 0.0157% | $7.6 | 2.4 | 55.6% | 322 |
| -10 | -9 | -6 | 0.0248% | $10.0 | 2.4 | 55.9% | 161 |
| -8 | -4 | 7 | 0.0146% | $16.8 | 2.4 | 60.7% | 196 |
| -10 | -3 | 8 | 0.0203% | $16.0 | 2.4 | 55.4% | 202 |
| -9 | -4 | 0 | 0.0140% | $14.9 | 2.4 | 59.4% | 320 |
| -10 | -8 | 4 | 0.0567% | $24.9 | 2.4 | 60.0% | 65 |
| -9 | -2 | 0 | 0.0198% | $11.9 | 2.4 | 57.1% | 319 |
| -9 | -2 | 0 | 0.0377% | $13.0 | 2.4 | 56.7% | 240 |
| -10 | -7 | -1 | -0.0746% | $18.4 | 2.4 | 62.5% | 80 |
| -10 | -3 | 10 | 0.0203% | $17.9 | 2.4 | 58.8% | 187 |
| -10 | -8 | 5 | -0.0668% | $33.7 | 2.4 | 60.0% | 60 |
| -10 | -2 | 10 | 0.1115% | $21.0 | 2.4 | 62.3% | 53 |
| -10 | -2 | 0 | 0.0689% | $15.0 | 2.4 | 56.5% | 161 |
| -7 | -5 | 8 | 0.0197% | $20.4 | 2.4 | 59.3% | 135 |
| -10 | -7 | 0 | 0.0632% | $24.1 | 2.4 | 61.3% | 80 |
| -9 | -7 | 8 | 0.0245% | $24.0 | 2.4 | 66.0% | 100 |
| -10 | -6 | 6 | 0.0431% | $22.1 | 2.4 | 63.8% | 116 |
| -10 | -8 | 3 | 0.0297% | $20.4 | 2.4 | 59.1% | 132 |
| -9 | -3 | 9 | 0.0856% | $22.7 | 2.4 | 56.6% | 53 |
| -5 | -2 | 0 | 0.0123% | $12.0 | 2.4 | 56.5% | 322 |
| -10 | -4 | 7 | 0.0157% | $16.2 | 2.4 | 60.1% | 203 |
| -10 | -8 | 1 | 0.0054% | $17.3 | 2.4 | 57.3% | 309 |
| -8 | -5 | 9 | 0.0147% | $18.9 | 2.4 | 57.3% | 192 |
| -9 | -4 | 9 | 0.0140% | $18.8 | 2.4 | 58.9% | 180 |
| -10 | -7 | 2 | 0.0367% | $19.3 | 2.4 | 61.7% | 141 |
| -10 | -4 | 4 | 0.0341% | $15.5 | 2.4 | 59.9% | 177 |
| -10 | -5 | 7 | 0.0491% | $18.3 | 2.4 | 61.6% | 112 |
| -10 | -7 | 0 | 0.0367% | $19.4 | 2.3 | 60.6% | 160 |
| -3 | -2 | 5 | 0.0152% | $13.3 | 2.3 | 59.0% | 178 |
| -10 | -7 | 2 | 0.0217% | $18.3 | 2.3 | 60.8% | 209 |
| -10 | -5 | 5 | 0.0158% | $16.1 | 2.3 | 60.3% | 239 |
| -6 | -2 | 0 | 0.0153% | $11.8 | 2.3 | 57.1% | 322 |
| -10 | -8 | -6 | 0.0567% | $7.7 | 2.3 | 60.0% | 80 |
| -7 | -4 | 8 | 0.0127% | $17.6 | 2.3 | 60.0% | 185 |
| -10 | -7 | 0 | 0.0092% | $17.9 | 2.3 | 60.9% | 320 |
| -7 | -2 | 0 | -0.0852% | $14.8 | 2.3 | 60.8% | 79 |
| -9 | -6 | 8 | 0.0538% | $25.9 | 2.3 | 60.9% | 46 |
| -9 | -4 | 5 | 0.0788% | $22.3 | 2.3 | 59.4% | 69 |
| -10 | -8 | 4 | 0.0297% | $20.2 | 2.3 | 57.9% | 121 |
| -10 | -8 | 7 | 0.0567% | $25.4 | 2.3 | 61.5% | 52 |
| -9 | -4 | 10 | 0.0469% | $21.7 | 2.3 | 59.4% | 96 |
| -7 | -2 | 9 | -0.0487% | $17.5 | 2.3 | 57.5% | 87 |
| -8 | -5 | 10 | 0.0147% | $18.4 | 2.3 | 55.7% | 192 |
| -8 | -4 | 10 | 0.0747% | $23.7 | 2.3 | 62.3% | 53 |
| -8 | -4 | 5 | 0.0267% | $17.0 | 2.3 | 56.4% | 179 |
| -10 | -3 | 0 | 0.0203% | $13.7 | 2.3 | 57.5% | 322 |
| -8 | -6 | 8 | 0.0197% | $18.5 | 2.3 | 59.9% | 137 |
| -3 | -2 | 3 | 0.0061% | $10.8 | 2.3 | 55.4% | 258 |
| -10 | -4 | 7 | 0.0925% | $19.5 | 2.3 | 63.0% | 54 |
| -8 | -6 | 8 | 0.0295% | $20.6 | 2.3 | 60.6% | 94 |
| -10 | -4 | 3 | 0.0341% | $14.2 | 2.3 | 56.8% | 199 |
| -10 | -4 | 3 | 0.0925% | $17.4 | 2.3 | 58.9% | 73 |
| -10 | -6 | 7 | 0.0431% | $20.3 | 2.3 | 62.9% | 105 |
| -9 | -4 | 10 | 0.0140% | $18.6 | 2.3 | 57.2% | 180 |
| -10 | -5 | 0 | 0.0315% | $15.4 | 2.3 | 58.5% | 241 |
| -8 | -3 | 0 | 0.0154% | $13.8 | 2.3 | 59.1% | 320 |
| -10 | -6 | 7 | 0.0108% | $17.4 | 2.3 | 60.7% | 201 |
| -10 | -6 | 0 | 0.0431% | $18.7 | 2.2 | 60.9% | 161 |
| -7 | -6 | 8 | 0.0105% | $19.7 | 2.2 | 58.7% | 138 |
| -10 | -6 | 0 | 0.0267% | $17.1 | 2.2 | 60.6% | 241 |
| -8 | -2 | 10 | 0.0594% | $16.9 | 2.2 | 60.9% | 92 |
| -9 | -4 | 4 | 0.0469% | $16.9 | 2.2 | 59.7% | 124 |
| -9 | -4 | 7 | 0.0140% | $15.4 | 2.2 | 61.1% | 208 |
| -6 | -4 | 7 | 0.0056% | $14.8 | 2.2 | 61.2% | 188 |
| -10 | -7 | 8 | -0.0449% | $25.2 | 2.2 | 55.4% | 83 |
| -7 | -2 | 0 | 0.0197% | $11.3 | 2.2 | 56.6% | 320 |
| -9 | -3 | 7 | 0.0155% | $14.1 | 2.2 | 60.8% | 209 |
| -3 | -2 | 6 | 0.0356% | $14.3 | 2.2 | 60.0% | 60 |
| -7 | -4 | 0 | 0.0226% | $15.2 | 2.2 | 56.7% | 240 |
| -8 | -2 | 9 | 0.0594% | $16.6 | 2.2 | 60.9% | 92 |
| -8 | -3 | 9 | 0.0154% | $17.1 | 2.2 | 61.9% | 189 |
| -7 | -2 | 10 | -0.0487% | $16.4 | 2.2 | 57.5% | 87 |
| -7 | -5 | 8 | 0.0319% | $21.3 | 2.2 | 56.1% | 98 |
| -4 | -3 | -1 | -0.0304% | $10.4 | 2.2 | 55.6% | 81 |
| -8 | -5 | 5 | 0.0147% | $15.6 | 2.2 | 58.9% | 253 |
| -10 | -5 | 7 | 0.0869% | $20.5 | 2.2 | 63.6% | 55 |
| -10 | -4 | 0 | 0.0341% | $14.5 | 2.2 | 58.5% | 241 |
| -10 | -9 | 4 | -0.0554% | $27.0 | 2.2 | 60.9% | 69 |
| -9 | -4 | 3 | -0.0772% | $17.8 | 2.2 | 59.7% | 67 |
| -10 | -5 | 5 | -0.0907% | $27.7 | 2.2 | 55.7% | 61 |
| -10 | -6 | 7 | 0.0748% | $21.8 | 2.2 | 62.0% | 50 |
| -10 | -7 | 0 | 0.0217% | $17.7 | 2.2 | 59.2% | 240 |
| -6 | -3 | 7 | 0.0098% | $13.8 | 2.2 | 59.4% | 192 |
| -6 | -3 | 9 | -0.0397% | $17.2 | 2.2 | 55.8% | 86 |
| -10 | -6 | 5 | 0.0108% | $16.8 | 2.2 | 58.3% | 240 |
| -10 | -5 | 0 | 0.0158% | $13.4 | 2.2 | 56.8% | 322 |
| -10 | -2 | 5 | 0.0401% | $13.4 | 2.2 | 58.6% | 181 |
| -10 | -4 | 4 | 0.0536% | $14.9 | 2.2 | 60.5% | 119 |
| -9 | -2 | 9 | 0.0928% | $18.4 | 2.2 | 60.8% | 51 |
| -8 | -6 | 7 | 0.0197% | $17.0 | 2.2 | 58.4% | 154 |
| -9 | -7 | 10 | 0.0425% | $26.0 | 2.2 | 65.3% | 49 |
| -9 | -4 | 5 | 0.0140% | $15.8 | 2.1 | 59.3% | 241 |
| -9 | -4 | 9 | 0.0469% | $19.7 | 2.1 | 58.3% | 96 |
| -5 | -4 | -3 | -0.0454% | $6.7 | 2.1 | 55.6% | 81 |
| -10 | -5 | 7 | 0.0158% | $14.3 | 2.1 | 58.5% | 207 |
| -8 | -7 | 8 | 0.0196% | $18.9 | 2.1 | 65.2% | 89 |
| -9 | -4 | 9 | 0.0277% | $18.2 | 2.1 | 59.7% | 134 |
| -8 | -3 | 10 | 0.0154% | $16.3 | 2.1 | 59.3% | 189 |
| -5 | -4 | 0 | 0.0052% | $13.5 | 2.1 | 57.8% | 322 |
| -10 | -2 | 9 | 0.1115% | $18.2 | 2.1 | 64.2% | 53 |
| -8 | -4 | 9 | 0.0267% | $17.7 | 2.1 | 58.4% | 137 |
| -9 | -7 | 10 | 0.0245% | $24.0 | 2.1 | 64.2% | 95 |
| -8 | -2 | 0 | -0.0906% | $13.6 | 2.1 | 60.0% | 80 |
| -8 | -3 | 7 | 0.0154% | $13.5 | 2.1 | 59.5% | 205 |
| -9 | -4 | 10 | 0.0277% | $18.5 | 2.1 | 59.0% | 134 |
| -8 | -2 | 0 | 0.0201% | $10.6 | 2.1 | 56.7% | 321 |
| -10 | -6 | 0 | 0.0108% | $15.6 | 2.1 | 59.0% | 322 |
| -10 | -8 | 7 | -0.0668% | $26.3 | 2.1 | 55.8% | 52 |
| -9 | -2 | 7 | 0.0603% | $12.5 | 2.1 | 58.6% | 99 |
| -10 | -7 | 4 | 0.0217% | $16.8 | 2.1 | 58.0% | 176 |
| -10 | -7 | -1 | -0.0449% | $14.1 | 2.1 | 56.2% | 160 |
| -8 | -7 | 5 | 0.0196% | $18.5 | 2.1 | 64.1% | 131 |
| -9 | -7 | 8 | 0.0425% | $21.6 | 2.1 | 66.7% | 48 |
| -7 | -5 | 8 | 0.0526% | $20.9 | 2.1 | 55.8% | 52 |
| -8 | -4 | 0 | 0.0747% | $18.7 | 2.1 | 55.6% | 81 |
| -6 | -2 | 0 | 0.0472% | $12.6 | 2.1 | 57.1% | 161 |
| -10 | -7 | 6 | 0.0632% | $21.4 | 2.1 | 61.3% | 62 |
| -10 | -4 | -2 | 0.0536% | $7.7 | 2.1 | 58.4% | 161 |
| -10 | -2 | 5 | 0.0223% | $12.1 | 2.1 | 57.6% | 238 |
| -8 | -5 | 9 | 0.0641% | $22.8 | 2.1 | 56.2% | 48 |
| -5 | -2 | 7 | 0.0123% | $11.3 | 2.1 | 62.4% | 189 |
| -4 | -3 | 7 | 0.0051% | $12.2 | 2.0 | 57.1% | 210 |
| -10 | -2 | 3 | 0.0223% | $10.0 | 2.0 | 55.3% | 275 |
| -9 | -4 | 4 | 0.0788% | $18.8 | 2.0 | 56.2% | 64 |
| -10 | -2 | 2 | 0.0401% | $10.7 | 2.0 | 56.0% | 218 |
| -10 | -7 | 2 | 0.0092% | $15.6 | 2.0 | 61.1% | 280 |
| -10 | -4 | 0 | 0.0536% | $14.5 | 2.0 | 59.6% | 161 |
| -10 | -4 | -2 | 0.0341% | $6.8 | 2.0 | 55.4% | 242 |
| -4 | -3 | 0 | 0.0051% | $12.4 | 2.0 | 58.2% | 323 |
| -8 | -5 | 7 | 0.0147% | $13.9 | 2.0 | 57.5% | 214 |
| -8 | -4 | 9 | 0.0747% | $20.5 | 2.0 | 60.4% | 53 |
| -8 | -4 | 10 | 0.0435% | $18.9 | 2.0 | 56.8% | 95 |
| -3 | -2 | 2 | 0.0152% | $10.5 | 2.0 | 57.0% | 221 |
| -9 | -2 | 7 | 0.0198% | $11.0 | 2.0 | 59.8% | 204 |
| -10 | -3 | 5 | 0.0376% | $14.7 | 2.0 | 58.2% | 182 |
| -8 | -7 | 5 | 0.0051% | $16.9 | 2.0 | 62.3% | 247 |
| -10 | -9 | 1 | 0.0458% | $17.7 | 2.0 | 58.2% | 79 |
| -8 | -4 | 10 | 0.0267% | $17.4 | 2.0 | 57.7% | 137 |
| -9 | -7 | 9 | 0.0245% | $22.8 | 2.0 | 62.1% | 95 |
| -8 | -5 | 10 | 0.0641% | $22.6 | 2.0 | 56.2% | 48 |
| -10 | -6 | 5 | 0.0267% | $16.4 | 2.0 | 58.5% | 188 |
| -3 | -2 | 5 | 0.0061% | $11.1 | 2.0 | 55.8% | 224 |
| -10 | -3 | 0 | 0.0608% | $14.1 | 2.0 | 57.8% | 161 |
| -7 | -4 | 5 | 0.0127% | $15.5 | 2.0 | 59.5% | 237 |
| Momentum Entry | Momentum Exit | PnL Exit | Threshold | Avg Pnl | Sharpe | Win % | Count Trades |
|---|---|---|---|---|---|---|---|
| -10 | -7 | -6 | 0.0791% | $8.5 | 5.1 | 58.0% | 81 |
| -10 | -4 | -2 | -0.1090% | $11.4 | 5.0 | 58.0% | 81 |
| -10 | -7 | -5 | 0.0791% | $12.1 | 5.0 | 56.8% | 81 |
| -10 | -7 | 9 | 0.0791% | $30.0 | 4.6 | 59.7% | 67 |
| -7 | -4 | -1 | -0.0695% | $13.8 | 4.5 | 61.7% | 81 |
| -10 | -7 | 10 | 0.0791% | $27.3 | 4.4 | 62.7% | 67 |
| -8 | -7 | 8 | 0.0359% | $20.8 | 4.2 | 59.1% | 66 |
| -10 | -4 | -1 | -0.1090% | $13.2 | 4.2 | 58.0% | 81 |
| -10 | -7 | -3 | 0.0791% | $14.7 | 4.2 | 58.0% | 81 |
| -10 | -7 | 4 | 0.0791% | $24.4 | 4.2 | 62.3% | 77 |
| -8 | -7 | 6 | 0.0359% | $20.1 | 4.2 | 56.8% | 74 |
| -10 | -7 | 0 | 0.0791% | $24.9 | 4.0 | 56.8% | 81 |
| -10 | -9 | 9 | -0.0629% | $26.9 | 4.0 | 55.2% | 67 |
| -8 | -7 | 4 | 0.0359% | $18.8 | 4.0 | 57.9% | 76 |
| -10 | -7 | 8 | 0.0791% | $27.6 | 3.9 | 63.4% | 71 |
| -8 | -7 | 7 | 0.0359% | $18.1 | 3.9 | 58.6% | 70 |
| -8 | -4 | 4 | 0.0941% | $16.6 | 3.9 | 64.9% | 74 |
| -8 | -7 | 10 | 0.0359% | $17.2 | 3.8 | 58.8% | 68 |
| -5 | -4 | -2 | -0.0496% | $8.9 | 3.8 | 58.0% | 81 |
| -8 | -4 | 3 | 0.0941% | $17.7 | 3.8 | 63.2% | 76 |
| -8 | -4 | -1 | -0.0769% | $12.1 | 3.8 | 56.8% | 81 |
| -8 | -7 | 4 | 0.0221% | $16.7 | 3.8 | 56.3% | 151 |
| -8 | -7 | 9 | 0.0359% | $17.1 | 3.7 | 60.3% | 68 |
| -10 | -7 | 2 | 0.0791% | $22.4 | 3.7 | 57.5% | 80 |
| -9 | -4 | -1 | -0.0902% | $11.8 | 3.6 | 56.8% | 81 |
| -10 | -7 | -4 | 0.0791% | $12.7 | 3.6 | 58.0% | 81 |
| -10 | -9 | 8 | 0.0594% | $16.8 | 3.6 | 57.7% | 71 |
| -8 | -7 | 2 | 0.0359% | $14.9 | 3.5 | 60.8% | 79 |
| -7 | -3 | -1 | -0.0820% | $9.5 | 3.5 | 58.0% | 81 |
| -8 | -4 | 0 | 0.0941% | $20.4 | 3.5 | 59.3% | 81 |
| -10 | -9 | 9 | 0.0594% | $17.7 | 3.5 | 58.3% | 72 |
| -10 | -8 | 0 | -0.0756% | $18.5 | 3.4 | 58.0% | 81 |
| -8 | -3 | 3 | -0.0830% | $15.9 | 3.4 | 55.8% | 77 |
| -10 | -7 | 7 | 0.0791% | $22.0 | 3.4 | 58.3% | 72 |
| -10 | -3 | -2 | -0.1249% | $5.7 | 3.4 | 56.8% | 81 |
| -5 | -4 | -1 | -0.0496% | $9.6 | 3.3 | 61.7% | 81 |
| -8 | -7 | 2 | 0.0221% | $14.6 | 3.3 | 55.7% | 158 |
| -10 | -6 | -1 | -0.0882% | $14.2 | 3.3 | 55.6% | 81 |
| -8 | -7 | 3 | 0.0359% | $14.3 | 3.2 | 60.0% | 75 |
| -8 | -7 | 4 | 0.0114% | $14.2 | 3.2 | 55.7% | 230 |
| -10 | -7 | 4 | 0.0441% | $16.8 | 3.2 | 60.4% | 149 |
| -10 | -9 | 7 | 0.0594% | $14.2 | 3.2 | 56.3% | 71 |
| -8 | -7 | 0 | 0.0359% | $15.3 | 3.2 | 56.8% | 81 |
| -8 | -7 | 8 | 0.0221% | $15.0 | 3.1 | 57.9% | 140 |
| -10 | -7 | 8 | 0.0441% | $19.0 | 3.1 | 57.7% | 142 |
| -10 | -6 | 6 | -0.0882% | $21.8 | 3.1 | 56.2% | 73 |
| -10 | -4 | -1 | -0.0692% | $8.8 | 3.1 | 55.6% | 162 |
| -10 | -7 | 3 | 0.0791% | $19.8 | 3.1 | 58.2% | 79 |
| -10 | -7 | 6 | 0.0791% | $19.3 | 3.1 | 59.5% | 74 |
| -10 | -4 | -3 | 0.1223% | $4.5 | 3.0 | 55.6% | 81 |
| -5 | -4 | -3 | -0.0496% | $4.8 | 3.0 | 55.6% | 81 |
| -8 | -7 | 10 | 0.0221% | $14.2 | 3.0 | 57.5% | 134 |
| -7 | -4 | -2 | -0.0695% | $7.2 | 3.0 | 55.6% | 81 |
| -8 | -7 | 6 | 0.0221% | $14.1 | 3.0 | 55.0% | 149 |
| -8 | -7 | 2 | 0.0114% | $13.3 | 3.0 | 56.4% | 236 |
| -8 | -4 | -1 | -0.0477% | $8.1 | 3.0 | 55.6% | 162 |
| -8 | -7 | 9 | 0.0221% | $13.8 | 3.0 | 56.7% | 134 |
| -8 | -3 | -1 | -0.0830% | $7.9 | 3.0 | 58.0% | 81 |
| -10 | -7 | 5 | 0.0791% | $17.6 | 3.0 | 55.1% | 78 |
| -10 | -9 | 10 | 0.0594% | $15.1 | 2.9 | 56.9% | 72 |
| -10 | -9 | 6 | 0.0594% | $13.1 | 2.9 | 57.1% | 70 |
| -8 | -7 | 6 | 0.0114% | $13.4 | 2.9 | 55.7% | 219 |
| -10 | -7 | 8 | 0.0262% | $16.1 | 2.9 | 56.8% | 206 |
| -10 | -4 | 6 | -0.1090% | $16.7 | 2.9 | 56.2% | 73 |
| -10 | -7 | 4 | 0.0262% | $13.3 | 2.8 | 57.5% | 221 |
| -10 | -8 | 9 | -0.0756% | $18.3 | 2.8 | 55.6% | 72 |
| -10 | -8 | -5 | 0.0690% | $9.0 | 2.7 | 55.6% | 81 |
| -10 | -7 | 9 | 0.0441% | $15.8 | 2.7 | 56.2% | 137 |
| -10 | -7 | 5 | 0.0441% | $14.1 | 2.6 | 56.8% | 155 |
| -10 | -7 | 2 | 0.0441% | $13.8 | 2.6 | 56.0% | 159 |
| -8 | -6 | 5 | -0.0525% | $19.1 | 2.6 | 55.3% | 76 |
| -10 | -4 | 9 | -0.1090% | $14.7 | 2.6 | 55.6% | 72 |
| -8 | -7 | 10 | 0.0114% | $12.1 | 2.6 | 55.2% | 203 |
| -8 | -5 | 0 | 0.0717% | $15.8 | 2.6 | 55.6% | 81 |
| -8 | -7 | 0 | 0.0114% | $12.2 | 2.6 | 55.6% | 243 |
| -8 | -7 | 1 | 0.0359% | $11.5 | 2.5 | 57.0% | 79 |
| -6 | -4 | -1 | -0.0637% | $7.1 | 2.5 | 55.6% | 81 |
| -10 | -7 | 3 | 0.0441% | $13.8 | 2.5 | 56.5% | 154 |
| -10 | -7 | 2 | 0.0262% | $11.8 | 2.4 | 56.1% | 237 |
| -10 | -5 | 0 | 0.0187% | $10.6 | 2.4 | 55.9% | 324 |
| -10 | -7 | 9 | 0.0262% | $12.8 | 2.4 | 55.9% | 213 |
| -10 | -9 | 5 | 0.0594% | $11.7 | 2.4 | 55.3% | 76 |
| -10 | -4 | 10 | -0.1090% | $13.9 | 2.4 | 58.3% | 72 |
| -10 | -7 | 8 | 0.0095% | $12.1 | 2.4 | 55.7% | 282 |
| -10 | -9 | 8 | 0.0345% | $12.8 | 2.4 | 59.6% | 141 |
| -8 | -7 | 8 | 0.0114% | $11.3 | 2.4 | 55.1% | 214 |
| -10 | -7 | 5 | 0.0262% | $11.5 | 2.4 | 56.3% | 231 |
| -8 | -7 | 7 | 0.0114% | $11.2 | 2.4 | 55.8% | 217 |
| -10 | -7 | 1 | 0.0791% | $14.1 | 2.4 | 55.7% | 79 |
| -10 | -7 | 7 | 0.0441% | $13.5 | 2.4 | 55.4% | 148 |
| -10 | -9 | 4 | 0.0594% | $12.0 | 2.3 | 55.1% | 78 |
| -8 | -4 | 8 | 0.0941% | $12.9 | 2.3 | 58.1% | 74 |
| -10 | -9 | 3 | 0.0594% | $12.2 | 2.3 | 59.0% | 78 |
| -8 | -4 | 9 | 0.0941% | $12.5 | 2.3 | 66.7% | 63 |
| -10 | -7 | 10 | 0.0441% | $13.3 | 2.3 | 56.2% | 137 |
| -8 | -4 | 10 | -0.0769% | $18.9 | 2.3 | 61.4% | 70 |
| -10 | -7 | 4 | 0.0095% | $10.3 | 2.3 | 55.6% | 302 |
| -10 | -9 | 4 | -0.0629% | $15.4 | 2.3 | 55.1% | 78 |
| -10 | -7 | 6 | 0.0441% | $12.7 | 2.3 | 58.1% | 148 |
| -5 | -4 | 3 | -0.0496% | $9.9 | 2.3 | 55.1% | 78 |
| -8 | -7 | 1 | 0.0221% | $10.4 | 2.3 | 56.2% | 160 |
| -10 | -7 | 2 | 0.0095% | $10.0 | 2.3 | 55.3% | 318 |
| -10 | -5 | 6 | -0.0980% | $16.6 | 2.2 | 55.6% | 72 |
| -10 | -4 | 0 | 0.0192% | $8.8 | 2.2 | 55.9% | 324 |
| -5 | -4 | 2 | 0.0556% | $10.4 | 2.2 | 55.7% | 79 |
| -10 | -9 | 9 | -0.0351% | $13.7 | 2.2 | 56.4% | 133 |
| -10 | -7 | 3 | 0.0262% | $11.2 | 2.2 | 55.0% | 229 |
| -10 | -9 | -1 | -0.0629% | $11.5 | 2.2 | 55.6% | 81 |
| -8 | -4 | 5 | 0.0941% | $10.3 | 2.2 | 59.5% | 74 |
| -5 | -4 | 0 | 0.0556% | $12.6 | 2.2 | 60.5% | 81 |
| -10 | -9 | -3 | 0.0594% | $9.9 | 2.2 | 59.3% | 81 |
| -10 | -9 | 9 | 0.0345% | $12.0 | 2.2 | 58.9% | 141 |
| -10 | -9 | 5 | 0.0345% | $11.1 | 2.1 | 57.8% | 154 |
| -10 | -7 | 6 | 0.0262% | $10.9 | 2.1 | 56.1% | 221 |
| -9 | -7 | 8 | 0.0480% | $15.8 | 2.1 | 56.1% | 66 |
| -8 | -4 | 9 | -0.0769% | $14.2 | 2.1 | 58.6% | 70 |
| -10 | -9 | 4 | 0.0345% | $11.2 | 2.1 | 57.3% | 150 |
| -10 | -7 | 10 | 0.0262% | $10.9 | 2.1 | 55.4% | 213 |
| -10 | -7 | 5 | 0.0095% | $9.2 | 2.1 | 55.2% | 306 |
| -10 | -9 | 9 | -0.0190% | $11.4 | 2.1 | 55.4% | 204 |
| -8 | -4 | 6 | -0.0769% | $13.6 | 2.0 | 56.2% | 73 |
| -8 | -7 | 1 | 0.0114% | $9.0 | 2.0 | 55.6% | 241 |
| Momentum Entry | Momentum Exit | PnL Exit | Threshold | Avg Pnl | Sharpe | Win % | Count Trades |
|---|---|---|---|---|---|---|---|
| -10 | -7 | -6 | 0.1309% | $52.5 | 6.3 | 70.4% | 81 |
| -10 | -7 | -5 | 0.1309% | $84.3 | 5.8 | 65.4% | 81 |
| -10 | -4 | 0 | -0.1742% | $115.3 | 5.1 | 64.2% | 81 |
| -9 | -2 | 0 | -0.1576% | $82.7 | 4.5 | 60.5% | 81 |
| -10 | -2 | 0 | -0.1962% | $91.8 | 4.5 | 63.0% | 81 |
| -10 | -8 | -5 | 0.1146% | $73.7 | 4.2 | 59.3% | 81 |
| -10 | -7 | -3 | 0.1309% | $75.6 | 4.1 | 58.0% | 81 |
| -7 | -2 | 2 | 0.0882% | $94.5 | 4.1 | 62.7% | 161 |
| -5 | -2 | 2 | 0.0636% | $87.3 | 4.0 | 64.6% | 161 |
| -5 | -2 | 0 | -0.1093% | $66.4 | 3.9 | 59.3% | 81 |
| -10 | -7 | -4 | 0.1309% | $62.7 | 3.9 | 60.5% | 81 |
| -5 | -2 | 4 | 0.0636% | $90.0 | 3.9 | 66.5% | 161 |
| -10 | -8 | -3 | 0.1146% | $85.4 | 3.9 | 58.0% | 81 |
| -5 | -2 | 10 | 0.0636% | $98.1 | 3.9 | 64.6% | 161 |
| -10 | -9 | -1 | -0.1223% | $94.1 | 3.9 | 56.8% | 81 |
| -10 | -3 | 0 | -0.2085% | $83.3 | 3.8 | 64.2% | 81 |
| -5 | -2 | 3 | 0.0636% | $84.6 | 3.8 | 65.2% | 161 |
| -10 | -8 | -6 | 0.1146% | $46.5 | 3.8 | 56.8% | 81 |
| -3 | -2 | 0 | -0.0480% | $60.7 | 3.7 | 56.8% | 81 |
| -5 | -2 | 9 | 0.0636% | $94.7 | 3.7 | 64.6% | 161 |
| -7 | -2 | 3 | 0.0882% | $85.4 | 3.6 | 60.2% | 161 |
| -8 | -2 | 3 | 0.1613% | $93.7 | 3.5 | 63.0% | 81 |
| -5 | -2 | 8 | 0.0636% | $91.3 | 3.5 | 65.2% | 161 |
| -7 | -2 | 4 | 0.0882% | $87.1 | 3.5 | 60.2% | 161 |
| -7 | -2 | 2 | 0.0571% | $69.1 | 3.4 | 61.6% | 242 |
| -9 | -4 | 0 | -0.1485% | $75.1 | 3.4 | 59.3% | 81 |
| -6 | -2 | 0 | -0.1334% | $70.2 | 3.4 | 60.5% | 81 |
| -10 | -9 | -3 | -0.1223% | $74.9 | 3.3 | 59.3% | 81 |
| -10 | -8 | -4 | 0.1146% | $63.1 | 3.3 | 59.3% | 81 |
| -5 | -2 | 2 | 0.1024% | $76.4 | 3.3 | 61.7% | 81 |
| -8 | -2 | 4 | 0.1613% | $90.2 | 3.2 | 63.0% | 81 |
| -9 | -7 | -6 | 0.0373% | $24.4 | 3.2 | 60.2% | 161 |
| -8 | -2 | 9 | 0.0985% | $82.2 | 3.2 | 64.0% | 161 |
| -8 | -2 | 2 | 0.1613% | $88.0 | 3.2 | 63.0% | 81 |
| -5 | -2 | 10 | 0.1024% | $81.7 | 3.2 | 65.4% | 81 |
| -5 | -4 | 0 | -0.0853% | $69.2 | 3.2 | 55.6% | 81 |
| -10 | -7 | -6 | 0.0678% | $24.3 | 3.2 | 60.9% | 161 |
| -5 | -3 | 0 | -0.1011% | $58.9 | 3.2 | 58.0% | 81 |
| -5 | -2 | 8 | 0.1024% | $84.3 | 3.2 | 66.7% | 81 |
| -7 | -2 | 3 | 0.0571% | $65.8 | 3.2 | 59.1% | 242 |
| -8 | -4 | 3 | 0.1521% | $97.5 | 3.2 | 63.0% | 81 |
| -5 | -2 | 9 | 0.1024% | $82.3 | 3.2 | 65.4% | 81 |
| -10 | -2 | 0 | -0.1179% | $51.9 | 3.2 | 57.8% | 161 |
| -9 | -7 | -6 | 0.0193% | $20.8 | 3.1 | 58.3% | 242 |
| -8 | -4 | 10 | 0.1521% | $102.0 | 3.1 | 65.4% | 81 |
| -7 | -4 | 0 | -0.1098% | $65.7 | 3.1 | 59.3% | 81 |
| -5 | -2 | 5 | 0.0636% | $77.2 | 3.1 | 64.6% | 161 |
| -10 | -7 | -5 | 0.0167% | $36.3 | 3.1 | 59.6% | 322 |
| -10 | -9 | 1 | -0.1223% | $105.2 | 3.1 | 56.8% | 81 |
| -8 | -2 | 10 | 0.0985% | $79.8 | 3.1 | 62.7% | 161 |
| -8 | -2 | 10 | 0.1613% | $90.6 | 3.1 | 64.2% | 81 |
| -8 | -4 | 2 | 0.1521% | $93.8 | 3.1 | 66.7% | 81 |
| -7 | -3 | 2 | 0.1358% | $81.9 | 3.1 | 58.0% | 81 |
| -7 | -2 | 4 | 0.0571% | $66.9 | 3.1 | 59.5% | 242 |
| -7 | -2 | 3 | 0.1475% | $88.0 | 3.1 | 58.0% | 81 |
| -8 | -4 | 9 | 0.1521% | $98.1 | 3.1 | 63.0% | 81 |
| -10 | -7 | -6 | 0.0167% | $19.5 | 3.1 | 60.2% | 322 |
| -7 | -2 | 4 | 0.1475% | $90.3 | 3.0 | 58.0% | 81 |
| -8 | -2 | 9 | 0.1613% | $89.8 | 3.0 | 64.2% | 81 |
| -5 | -2 | 7 | 0.0636% | $79.4 | 3.0 | 64.0% | 161 |
| -10 | -9 | 4 | -0.1223% | $106.4 | 3.0 | 58.0% | 81 |
| -10 | -7 | -6 | 0.0384% | $20.3 | 3.0 | 59.9% | 242 |
| -10 | -7 | -5 | 0.0384% | $38.3 | 3.0 | 59.9% | 242 |
| -10 | -7 | 4 | 0.0167% | $80.7 | 3.0 | 58.1% | 322 |
| -10 | -7 | 3 | 0.0167% | $78.2 | 3.0 | 56.8% | 322 |
| -10 | -4 | 0 | -0.0602% | $51.7 | 3.0 | 55.4% | 242 |
| -7 | -2 | 9 | 0.1475% | $94.5 | 3.0 | 63.0% | 81 |
| -9 | -3 | 0 | -0.1515% | $61.0 | 3.0 | 60.5% | 81 |
| -7 | -2 | 2 | 0.1475% | $84.8 | 2.9 | 58.0% | 81 |
| -10 | -7 | -5 | 0.0678% | $42.2 | 2.9 | 60.2% | 161 |
| -6 | -2 | 3 | 0.0450% | $61.0 | 2.9 | 58.7% | 242 |
| -9 | -7 | -6 | 0.0716% | $24.4 | 2.9 | 59.3% | 81 |
| -7 | -2 | 10 | 0.1475% | $91.9 | 2.9 | 61.7% | 81 |
| -5 | -2 | 4 | 0.1024% | $67.0 | 2.9 | 66.7% | 81 |
| -8 | -4 | 8 | 0.1521% | $92.5 | 2.9 | 64.2% | 81 |
| -5 | -2 | 2 | 0.0371% | $59.2 | 2.9 | 60.7% | 242 |
| -8 | -7 | 9 | 0.0549% | $103.1 | 2.9 | 55.6% | 81 |
| -8 | -2 | 8 | 0.0985% | $74.5 | 2.9 | 63.4% | 161 |
| -6 | -2 | 2 | 0.0450% | $58.5 | 2.9 | 60.3% | 242 |
| -5 | -4 | 1 | -0.0853% | $69.3 | 2.9 | 56.8% | 81 |
| -6 | -2 | 0 | -0.0733% | $47.3 | 2.9 | 55.9% | 161 |
| -9 | -7 | -6 | 0.0044% | $17.3 | 2.9 | 57.1% | 322 |
| -6 | -2 | 10 | 0.0450% | $66.6 | 2.9 | 63.6% | 242 |
| -10 | -9 | -5 | 0.1084% | $51.1 | 2.9 | 58.0% | 81 |
| -7 | -3 | 4 | 0.1358% | $80.5 | 2.8 | 56.8% | 81 |
| -8 | -4 | 4 | 0.1521% | $92.1 | 2.8 | 60.5% | 81 |
| -7 | -2 | 1 | 0.0882% | $60.4 | 2.8 | 61.5% | 161 |
| -8 | -2 | 8 | 0.1613% | $84.6 | 2.8 | 64.2% | 81 |
| -5 | -2 | 4 | 0.0371% | $64.2 | 2.8 | 60.7% | 242 |
| -6 | -2 | 9 | 0.0450% | $65.8 | 2.8 | 63.6% | 242 |
| -3 | -2 | 3 | -0.0480% | $67.0 | 2.8 | 60.5% | 81 |
| -7 | -2 | 8 | 0.1475% | $91.4 | 2.8 | 61.7% | 81 |
| -10 | -8 | -1 | 0.1146% | $71.7 | 2.8 | 56.8% | 81 |
| -5 | -2 | 6 | 0.0636% | $74.3 | 2.8 | 64.6% | 161 |
| -7 | -2 | 8 | 0.0571% | $68.6 | 2.8 | 62.8% | 242 |
| -10 | -9 | 3 | 0.0374% | $73.9 | 2.8 | 58.7% | 242 |
| -5 | -2 | 3 | 0.1024% | $63.3 | 2.8 | 65.4% | 81 |
| -10 | -7 | 2 | 0.0167% | $70.1 | 2.8 | 55.6% | 322 |
| -8 | -2 | 0 | -0.1313% | $55.1 | 2.8 | 59.3% | 81 |
| -5 | -4 | 10 | 0.0894% | $85.5 | 2.8 | 61.7% | 81 |
| -6 | -4 | 1 | -0.1014% | $63.1 | 2.8 | 59.3% | 81 |
| -8 | -3 | 0 | -0.1287% | $58.1 | 2.8 | 61.7% | 81 |
| -7 | -2 | 0 | 0.1475% | $48.0 | 2.8 | 58.0% | 81 |
| -7 | -2 | 7 | 0.0571% | $65.6 | 2.8 | 62.4% | 242 |
| -10 | -9 | 9 | 0.0374% | $83.4 | 2.8 | 58.3% | 242 |
| -7 | -2 | 0 | 0.0882% | $40.0 | 2.8 | 59.6% | 161 |
| -10 | -7 | 8 | 0.0167% | $76.1 | 2.8 | 55.9% | 322 |
| -6 | -2 | 4 | 0.0450% | $59.5 | 2.8 | 59.9% | 242 |
| -10 | -9 | 10 | 0.0374% | $83.9 | 2.8 | 57.0% | 242 |
| -10 | -9 | 8 | 0.0374% | $80.9 | 2.7 | 57.4% | 242 |
| -10 | -9 | 3 | 0.0181% | $66.9 | 2.7 | 56.2% | 322 |
| -6 | -2 | 8 | 0.0450% | $64.0 | 2.7 | 62.8% | 242 |
| -8 | -2 | 0 | -0.0785% | $44.9 | 2.7 | 57.8% | 161 |
| -8 | -7 | -6 | 0.0183% | $19.0 | 2.7 | 57.9% | 242 |
| -5 | -2 | 6 | 0.1024% | $69.8 | 2.7 | 66.7% | 81 |
| -5 | -2 | 3 | 0.0371% | $58.7 | 2.7 | 59.1% | 242 |
| -7 | -2 | 7 | 0.0882% | $73.4 | 2.7 | 60.9% | 161 |
| -10 | -8 | -5 | 0.0114% | $33.4 | 2.7 | 56.5% | 322 |
| -10 | -7 | 9 | 0.0167% | $76.7 | 2.7 | 56.5% | 322 |
| -5 | -2 | 10 | 0.0371% | $68.0 | 2.7 | 61.2% | 242 |
| -8 | -2 | 2 | 0.0985% | $62.3 | 2.7 | 59.6% | 161 |
| -10 | -7 | 7 | 0.0167% | $73.7 | 2.7 | 56.5% | 322 |
| -6 | -2 | 2 | 0.0714% | $59.8 | 2.7 | 60.2% | 161 |
| -7 | -2 | 8 | 0.0882% | $75.1 | 2.7 | 62.1% | 161 |
| -8 | -2 | 3 | 0.0985% | $63.3 | 2.7 | 59.0% | 161 |
| -6 | -4 | 0 | -0.1014% | $55.3 | 2.7 | 56.8% | 81 |
| -10 | -9 | 5 | -0.1223% | $101.1 | 2.7 | 59.3% | 81 |
| -5 | -2 | 0 | -0.0630% | $42.4 | 2.7 | 58.4% | 161 |
| -7 | -2 | 0 | -0.1281% | $52.9 | 2.7 | 59.3% | 81 |
| -10 | -7 | 5 | 0.0167% | $70.5 | 2.7 | 56.5% | 322 |
| -7 | -2 | 5 | 0.0882% | $71.1 | 2.7 | 59.6% | 161 |
| -10 | -9 | 4 | 0.0181% | $67.4 | 2.6 | 56.2% | 322 |
| -7 | -2 | 9 | 0.0571% | $65.7 | 2.6 | 61.2% | 242 |
| -7 | -4 | 4 | 0.1235% | $83.8 | 2.6 | 59.3% | 81 |
| -10 | -9 | -8 | -0.1223% | $27.1 | 2.6 | 60.5% | 81 |
| -8 | -7 | -6 | 0.0095% | $16.7 | 2.6 | 57.1% | 322 |
| -9 | -8 | -6 | 0.0224% | $27.8 | 2.6 | 57.8% | 161 |
| -10 | -8 | 3 | 0.0114% | $69.9 | 2.6 | 55.6% | 322 |
| -5 | -2 | 9 | 0.0371% | $66.9 | 2.6 | 60.7% | 242 |
| -3 | -2 | 8 | -0.0480% | $69.5 | 2.6 | 55.6% | 81 |
| -5 | -2 | 2 | 0.0176% | $48.9 | 2.6 | 57.5% | 322 |
| -10 | -9 | 2 | 0.0374% | $64.1 | 2.6 | 57.4% | 242 |
| -10 | -9 | 2 | 0.0181% | $60.2 | 2.6 | 55.3% | 322 |
| -10 | -7 | -4 | 0.0167% | $35.3 | 2.6 | 58.4% | 322 |
| -7 | -3 | 2 | 0.0890% | $64.4 | 2.6 | 58.4% | 161 |
| -5 | -2 | 8 | 0.0371% | $66.8 | 2.6 | 60.3% | 242 |
| -5 | -4 | 8 | 0.0894% | $80.6 | 2.6 | 61.7% | 81 |
| -7 | -2 | 5 | 0.0571% | $59.5 | 2.6 | 59.5% | 242 |
| -5 | -2 | 4 | 0.0176% | $53.8 | 2.6 | 59.9% | 322 |
| -10 | -8 | 4 | 0.0114% | $69.7 | 2.6 | 55.9% | 322 |
| -10 | -9 | 4 | 0.0374% | $70.5 | 2.6 | 57.0% | 242 |
| -10 | -7 | 6 | 0.0167% | $70.9 | 2.6 | 56.8% | 322 |
| -5 | -2 | 7 | 0.1024% | $67.6 | 2.6 | 66.7% | 81 |
| -10 | -7 | 10 | 0.0384% | $75.6 | 2.6 | 56.6% | 242 |
| -7 | -4 | 0 | -0.0604% | $42.7 | 2.5 | 55.3% | 161 |
| -7 | -2 | 9 | 0.0882% | $72.1 | 2.5 | 61.5% | 161 |
| -7 | -4 | 8 | 0.1235% | $84.4 | 2.5 | 61.7% | 81 |
| -8 | -2 | 4 | 0.0985% | $63.9 | 2.5 | 58.4% | 161 |
| -10 | -7 | 4 | 0.0384% | $71.3 | 2.5 | 55.4% | 242 |
| -5 | -4 | 9 | 0.0894% | $77.4 | 2.5 | 60.5% | 81 |
| -7 | -2 | 10 | 0.0571% | $65.4 | 2.5 | 63.2% | 242 |
| -7 | -4 | 2 | 0.1235% | $75.4 | 2.5 | 61.7% | 81 |
| -10 | -9 | 2 | -0.1223% | $85.7 | 2.5 | 56.8% | 81 |
| -10 | -7 | 10 | 0.0167% | $73.5 | 2.5 | 57.8% | 322 |
| -8 | -2 | 7 | 0.0985% | $64.7 | 2.5 | 62.7% | 161 |
| -9 | -2 | 0 | -0.0918% | $41.5 | 2.5 | 58.4% | 161 |
| -6 | -2 | 3 | 0.0714% | $55.6 | 2.5 | 58.4% | 161 |
| -10 | -9 | 7 | 0.0374% | $73.1 | 2.4 | 56.6% | 242 |
| -5 | -2 | 1 | 0.0636% | $48.3 | 2.4 | 59.0% | 161 |
| -5 | -3 | 4 | 0.0578% | $57.9 | 2.4 | 60.2% | 161 |
| -7 | -4 | 10 | 0.1235% | $79.8 | 2.4 | 60.5% | 81 |
| -10 | -8 | 2 | 0.0114% | $61.0 | 2.4 | 56.2% | 322 |
| -7 | -2 | 1 | 0.0571% | $44.5 | 2.4 | 59.5% | 242 |
| -5 | -2 | 5 | 0.1024% | $59.7 | 2.4 | 65.4% | 81 |
| -8 | -7 | 6 | 0.0549% | $85.5 | 2.4 | 55.6% | 81 |
| -6 | -2 | 2 | 0.0260% | $44.0 | 2.4 | 59.6% | 322 |
| -5 | -2 | 5 | 0.0371% | $57.4 | 2.4 | 60.3% | 242 |
| -8 | -2 | 2 | 0.0618% | $50.6 | 2.4 | 60.3% | 242 |
| -9 | -7 | -5 | 0.0373% | $31.9 | 2.4 | 57.8% | 161 |
| -7 | -4 | 9 | 0.1235% | $78.9 | 2.4 | 60.5% | 81 |
| -10 | -9 | 5 | 0.0181% | $61.8 | 2.4 | 55.6% | 322 |
| -10 | -8 | 9 | 0.1146% | $90.6 | 2.4 | 59.3% | 81 |
| -7 | -2 | 6 | 0.0882% | $65.9 | 2.4 | 60.2% | 161 |
| -3 | -2 | 4 | -0.0480% | $57.2 | 2.4 | 55.6% | 81 |
| -6 | -3 | 2 | 0.0699% | $51.8 | 2.3 | 59.0% | 161 |
| -7 | -4 | 3 | 0.1235% | $73.9 | 2.3 | 60.5% | 81 |
| -6 | -2 | 7 | 0.0450% | $55.6 | 2.3 | 62.8% | 242 |
| -10 | -2 | 0 | -0.0683% | $34.4 | 2.3 | 56.2% | 242 |
| -10 | -9 | 5 | 0.0374% | $66.3 | 2.3 | 56.6% | 242 |
| -6 | -3 | 3 | 0.0699% | $52.2 | 2.3 | 55.9% | 161 |
| -10 | -7 | 0 | 0.0167% | $48.9 | 2.3 | 55.6% | 322 |
| -5 | -2 | 3 | 0.0176% | $46.4 | 2.3 | 57.1% | 322 |
| -7 | -2 | 6 | 0.0571% | $56.3 | 2.3 | 62.4% | 242 |
| -3 | -2 | 6 | -0.0480% | $59.7 | 2.3 | 55.6% | 81 |
| -10 | -8 | 5 | 0.0114% | $63.6 | 2.3 | 55.6% | 322 |
| -7 | -4 | 2 | 0.0822% | $57.9 | 2.3 | 59.0% | 161 |
| -6 | -2 | 4 | 0.0714% | $53.4 | 2.3 | 57.8% | 161 |
| -5 | -3 | 2 | 0.0578% | $51.6 | 2.3 | 59.0% | 161 |
| -7 | -2 | 10 | 0.0882% | $68.8 | 2.3 | 60.9% | 161 |
| -7 | -3 | 3 | 0.0890% | $59.2 | 2.3 | 55.9% | 161 |
| -7 | -3 | 4 | 0.0890% | $62.0 | 2.3 | 57.8% | 161 |
| -8 | -2 | 3 | 0.0618% | $49.9 | 2.3 | 58.3% | 242 |
| -10 | -9 | -8 | -0.0644% | $19.5 | 2.3 | 56.5% | 161 |
| -10 | -5 | 0 | -0.1655% | $64.8 | 2.3 | 59.3% | 81 |
| -7 | -2 | 0 | 0.0571% | $29.2 | 2.3 | 57.0% | 242 |
| -10 | -8 | 4 | 0.1146% | $83.2 | 2.2 | 55.6% | 81 |
| -8 | -4 | 0 | 0.1521% | $48.3 | 2.2 | 63.0% | 81 |
| -10 | -9 | 6 | 0.0374% | $67.1 | 2.2 | 55.8% | 242 |
| -5 | -4 | 6 | 0.0894% | $66.7 | 2.2 | 60.5% | 81 |
| -5 | -2 | 5 | 0.0176% | $49.0 | 2.2 | 59.3% | 322 |
| -6 | -2 | 3 | 0.0260% | $41.9 | 2.2 | 58.1% | 322 |
| -8 | -4 | 7 | 0.1521% | $71.9 | 2.2 | 61.7% | 81 |
| -6 | -3 | 0 | 0.1116% | $39.3 | 2.2 | 56.8% | 81 |
| -9 | -7 | -5 | 0.0193% | $25.3 | 2.2 | 57.4% | 242 |
| -8 | -2 | 0 | 0.1613% | $35.4 | 2.2 | 61.7% | 81 |
| -10 | -7 | -3 | 0.0678% | $38.1 | 2.2 | 55.3% | 161 |
| -10 | -7 | -4 | 0.0384% | $31.7 | 2.2 | 57.0% | 242 |
| -8 | -2 | 4 | 0.0618% | $50.5 | 2.2 | 58.3% | 242 |
| -10 | -8 | 10 | 0.1146% | $85.5 | 2.2 | 55.6% | 81 |
| -6 | -3 | 4 | 0.0699% | $50.7 | 2.2 | 58.4% | 161 |
| -10 | -7 | 4 | 0.0678% | $63.6 | 2.2 | 55.3% | 161 |
| -6 | -2 | 5 | 0.0450% | $49.4 | 2.2 | 59.9% | 242 |
| -9 | -7 | -5 | 0.0044% | $23.0 | 2.1 | 57.1% | 322 |
| -6 | -2 | 2 | 0.1213% | $57.9 | 2.1 | 56.8% | 81 |
| -5 | -4 | 2 | 0.0894% | $60.9 | 2.1 | 56.8% | 81 |
| -7 | -2 | 7 | 0.1475% | $70.6 | 2.1 | 60.5% | 81 |
| -5 | -4 | 5 | 0.0894% | $62.2 | 2.1 | 60.5% | 81 |
| -6 | -2 | 9 | 0.0714% | $53.3 | 2.1 | 60.9% | 161 |
| -5 | -3 | 2 | 0.0345% | $44.8 | 2.1 | 56.2% | 242 |
| -8 | -2 | 6 | 0.0985% | $57.3 | 2.1 | 64.0% | 161 |
| -5 | -4 | 7 | 0.0894% | $65.3 | 2.1 | 61.7% | 81 |
| -10 | -8 | -5 | 0.0604% | $31.6 | 2.1 | 55.9% | 161 |
| -10 | -8 | 0 | 0.1146% | $60.6 | 2.1 | 59.3% | 81 |
| -5 | -2 | 7 | 0.0371% | $53.9 | 2.1 | 59.9% | 242 |
| -10 | -9 | -8 | -0.0336% | $17.2 | 2.1 | 55.4% | 242 |
| -6 | -2 | 10 | 0.0714% | $53.0 | 2.1 | 60.9% | 161 |
| -5 | -2 | 8 | 0.0176% | $50.9 | 2.1 | 60.2% | 322 |
| -8 | -2 | 7 | 0.1613% | $63.4 | 2.1 | 63.0% | 81 |
| -5 | -3 | 5 | 0.0578% | $52.4 | 2.1 | 62.1% | 161 |
| -8 | -4 | 3 | 0.0907% | $55.0 | 2.1 | 60.2% | 161 |
| -6 | -2 | 6 | 0.0450% | $49.6 | 2.1 | 62.8% | 242 |
| -8 | -7 | -5 | 0.0549% | $31.2 | 2.1 | 56.8% | 81 |
| -8 | -2 | 3 | 0.0319% | $40.8 | 2.1 | 57.8% | 322 |
| -6 | -2 | 8 | 0.0714% | $52.2 | 2.1 | 60.9% | 161 |
| -5 | -2 | 6 | 0.0371% | $52.2 | 2.1 | 60.7% | 242 |
| -7 | -2 | 2 | 0.0329% | $39.5 | 2.0 | 58.7% | 322 |
| -10 | -4 | 3 | 0.0279% | $45.5 | 2.0 | 61.5% | 322 |
| -10 | -2 | 4 | 0.1914% | $57.4 | 2.0 | 55.6% | 81 |
| -10 | -8 | 2 | 0.1146% | $69.1 | 2.0 | 55.6% | 81 |
| -8 | -6 | 4 | 0.0535% | $65.5 | 2.0 | 56.5% | 161 |
| -10 | -4 | 4 | 0.0279% | $46.9 | 2.0 | 62.7% | 322 |
| -5 | -2 | 9 | 0.0176% | $49.8 | 2.0 | 59.3% | 322 |
| -10 | -8 | 9 | 0.0604% | $64.0 | 2.0 | 55.3% | 161 |
| -10 | -4 | 2 | 0.0279% | $42.9 | 2.0 | 61.2% | 322 |
| Momentum Entry | Momentum Exit | PnL Exit | Threshold | Avg Pnl | Sharpe | Win % | Count Trades |
|---|---|---|---|---|---|---|---|
| -7 | -4 | 7 | 0.0485% | $7.2 | 3.9 | 56.5% | 69 |
| -8 | -4 | 9 | 0.0606% | $7.3 | 3.6 | 56.5% | 69 |
| -10 | -6 | -3 | -0.0605% | $3.7 | 3.0 | 60.3% | 73 |
| -8 | -2 | 7 | -0.0750% | $4.4 | 2.4 | 57.5% | 73 |
| Momentum Entry | Momentum Exit | PnL Exit | Threshold | Avg Pnl | Sharpe | Win % | Count Trades |
|---|---|---|---|---|---|---|---|
| -10 | -9 | -5 | 0.0856% | $76.8 | 5.4 | 61.7% | 81 |
| -8 | -2 | 0 | -0.1452% | $67.4 | 4.7 | 65.4% | 81 |
| -5 | -2 | 0 | -0.1219% | $66.3 | 4.5 | 61.7% | 81 |
| -5 | -4 | 0 | -0.0905% | $74.3 | 4.5 | 59.3% | 81 |
| -7 | -2 | 0 | -0.1411% | $62.1 | 4.5 | 63.0% | 81 |
| -10 | -9 | -5 | 0.0492% | $50.9 | 4.3 | 59.0% | 161 |
| -7 | -4 | 0 | -0.1029% | $76.2 | 4.1 | 60.5% | 81 |
| -10 | -9 | -8 | -0.0563% | $29.2 | 4.0 | 59.6% | 161 |
| -6 | -2 | 0 | -0.1359% | $58.6 | 3.9 | 63.0% | 81 |
| -10 | -9 | -6 | 0.0856% | $46.2 | 3.8 | 55.6% | 81 |
| -10 | -9 | -8 | -0.1102% | $31.5 | 3.8 | 56.8% | 81 |
| -10 | -3 | 0 | -0.1880% | $69.6 | 3.8 | 59.3% | 81 |
| -10 | -7 | -5 | 0.0602% | $35.4 | 3.6 | 64.6% | 161 |
| -10 | -4 | 0 | -0.1715% | $64.4 | 3.6 | 58.0% | 81 |
| -10 | -9 | -8 | -0.0340% | $23.5 | 3.6 | 58.3% | 242 |
| -10 | -8 | -5 | 0.0281% | $36.3 | 3.6 | 58.7% | 242 |
| -8 | -4 | 0 | -0.1217% | $68.6 | 3.6 | 61.7% | 81 |
| -5 | -4 | 1 | -0.0905% | $70.7 | 3.4 | 58.0% | 81 |
| -8 | -3 | 0 | -0.1322% | $54.2 | 3.3 | 58.0% | 81 |
| -10 | -7 | -5 | 0.0325% | $29.3 | 3.3 | 61.6% | 242 |
| -6 | -3 | 0 | -0.1217% | $58.9 | 3.3 | 59.3% | 81 |
| -10 | -7 | -5 | 0.1162% | $38.0 | 3.1 | 61.7% | 81 |
| -9 | -4 | 0 | -0.1402% | $51.6 | 3.1 | 55.6% | 81 |
| -10 | -4 | 1 | -0.1715% | $55.7 | 3.1 | 59.3% | 81 |
| -10 | -2 | 0 | -0.1985% | $51.4 | 3.1 | 63.0% | 81 |
| -7 | -3 | 0 | -0.0649% | $47.3 | 3.1 | 57.8% | 161 |
| -9 | -2 | 0 | -0.1638% | $46.0 | 3.0 | 61.7% | 81 |
| -9 | -8 | -5 | 0.0123% | $32.4 | 3.0 | 56.6% | 242 |
| -10 | -8 | 9 | 0.0281% | $68.7 | 3.0 | 58.3% | 242 |
| -9 | -3 | 0 | -0.1474% | $47.3 | 3.0 | 55.6% | 81 |
| -10 | -8 | 8 | 0.0281% | $67.1 | 3.0 | 57.9% | 242 |
| -8 | -2 | 0 | -0.0834% | $37.3 | 2.9 | 60.9% | 161 |
| -7 | -4 | 1 | -0.1029% | $62.7 | 2.8 | 58.0% | 81 |
| -6 | -2 | 0 | -0.0777% | $37.3 | 2.8 | 57.8% | 161 |
| -10 | -8 | -5 | 0.0063% | $26.1 | 2.8 | 55.6% | 322 |
| -5 | -3 | 0 | -0.1168% | $47.3 | 2.8 | 58.0% | 81 |
| -9 | -8 | -5 | 0.0529% | $38.4 | 2.8 | 55.6% | 81 |
| -10 | -8 | -5 | 0.0559% | $30.7 | 2.8 | 57.1% | 161 |
| -10 | -9 | -1 | -0.1102% | $65.4 | 2.8 | 58.0% | 81 |
| -5 | -2 | 1 | -0.1219% | $56.4 | 2.7 | 56.8% | 81 |
| -10 | -9 | 3 | 0.0492% | $60.4 | 2.7 | 55.9% | 161 |
| -9 | -7 | -6 | 0.0190% | $16.7 | 2.7 | 57.0% | 242 |
| -10 | -8 | 10 | 0.0281% | $63.1 | 2.7 | 56.6% | 242 |
| -10 | -7 | -6 | 0.0602% | $16.0 | 2.7 | 55.9% | 161 |
| -5 | -4 | 2 | -0.0905% | $53.1 | 2.7 | 58.0% | 81 |
| -8 | -4 | 0 | -0.0628% | $44.5 | 2.6 | 55.9% | 161 |
| -10 | -8 | 7 | 0.0281% | $60.8 | 2.6 | 56.6% | 242 |
| -10 | -7 | -5 | 0.0093% | $22.2 | 2.6 | 58.4% | 322 |
| -7 | -3 | -1 | -0.1209% | $28.6 | 2.6 | 56.8% | 81 |
| -7 | -2 | 1 | -0.1411% | $49.4 | 2.6 | 60.5% | 81 |
| -10 | -4 | 4 | -0.1715% | $49.4 | 2.5 | 55.6% | 81 |
| -6 | -3 | 1 | -0.1217% | $53.8 | 2.5 | 58.0% | 81 |
| -9 | -8 | -4 | 0.0529% | $36.8 | 2.5 | 59.3% | 81 |
| -7 | -6 | 3 | -0.0510% | $66.5 | 2.5 | 56.8% | 81 |
| -6 | -2 | 1 | -0.1359% | $48.6 | 2.5 | 60.5% | 81 |
| -6 | -4 | 0 | -0.1004% | $42.6 | 2.5 | 58.0% | 81 |
| -5 | -2 | 0 | -0.0758% | $33.7 | 2.5 | 57.1% | 161 |
| -9 | -8 | -5 | 0.0261% | $29.4 | 2.4 | 57.1% | 161 |
| -10 | -9 | 9 | 0.0492% | $57.3 | 2.4 | 55.9% | 161 |
| -5 | -2 | 0 | -0.0442% | $29.4 | 2.4 | 57.0% | 242 |
| -7 | -4 | 2 | -0.1029% | $53.0 | 2.4 | 55.6% | 81 |
| -9 | -7 | -6 | 0.0411% | $15.9 | 2.4 | 56.5% | 161 |
| -7 | -6 | 5 | -0.0510% | $67.4 | 2.4 | 58.0% | 81 |
| -10 | -3 | -1 | -0.1880% | $26.2 | 2.4 | 60.5% | 81 |
| -7 | -2 | 0 | -0.0758% | $31.8 | 2.4 | 59.0% | 161 |
| -10 | -4 | 3 | -0.1715% | $45.1 | 2.3 | 60.5% | 81 |
| -10 | -8 | 9 | 0.0063% | $51.1 | 2.3 | 58.1% | 322 |
| -9 | -7 | -5 | 0.0190% | $22.1 | 2.3 | 58.3% | 242 |
| -10 | -8 | -5 | 0.1070% | $31.5 | 2.3 | 58.0% | 81 |
| -5 | -3 | -1 | -0.1168% | $28.6 | 2.3 | 56.8% | 81 |
| -9 | -7 | -5 | 0.0060% | $20.7 | 2.3 | 56.5% | 322 |
| -9 | -7 | -6 | 0.0775% | $17.4 | 2.3 | 58.0% | 81 |
| -10 | -8 | 6 | 0.0281% | $53.1 | 2.3 | 57.0% | 242 |
| -10 | -4 | -1 | -0.1715% | $25.4 | 2.3 | 55.6% | 81 |
| -10 | -8 | 3 | 0.0281% | $50.2 | 2.3 | 57.0% | 242 |
| -6 | -3 | 0 | -0.0650% | $33.6 | 2.3 | 56.5% | 161 |
| -10 | -8 | 4 | 0.0281% | $51.2 | 2.3 | 56.2% | 242 |
| -10 | -8 | 8 | 0.0063% | $48.9 | 2.3 | 57.1% | 322 |
| -10 | -9 | 7 | 0.0492% | $53.9 | 2.3 | 55.3% | 161 |
| -10 | -9 | 1 | 0.0492% | $49.3 | 2.3 | 57.1% | 161 |
| -10 | -9 | -7 | -0.1102% | $24.8 | 2.3 | 58.0% | 81 |
| -5 | -4 | -2 | -0.0905% | $23.8 | 2.2 | 56.8% | 81 |
| -10 | -9 | -3 | -0.1102% | $47.4 | 2.2 | 60.5% | 81 |
| -7 | -6 | 10 | -0.0510% | $67.7 | 2.2 | 59.3% | 81 |
| -8 | -2 | 0 | -0.0474% | $27.7 | 2.2 | 57.9% | 242 |
| -7 | -2 | 0 | -0.0452% | $26.7 | 2.2 | 58.7% | 242 |
| -10 | -9 | -7 | 0.0856% | $23.1 | 2.2 | 55.6% | 81 |
| -7 | -2 | -1 | -0.1411% | $18.3 | 2.2 | 58.0% | 81 |
| -10 | -7 | 8 | 0.0602% | $50.6 | 2.2 | 57.1% | 161 |
| -7 | -4 | 0 | -0.0569% | $35.5 | 2.1 | 55.3% | 161 |
| -10 | -9 | 3 | 0.0266% | $45.2 | 2.1 | 55.4% | 242 |
| -7 | -6 | 0 | -0.0510% | $55.2 | 2.1 | 58.0% | 81 |
| -6 | -2 | 0 | -0.0428% | $25.2 | 2.1 | 56.6% | 242 |
| -10 | -8 | 10 | 0.0063% | $46.2 | 2.1 | 55.6% | 322 |
| -10 | -7 | 9 | 0.0602% | $49.3 | 2.1 | 55.3% | 161 |
| -10 | -8 | 5 | 0.0281% | $46.9 | 2.0 | 57.4% | 242 |
| -10 | -8 | 2 | 0.0281% | $45.4 | 2.0 | 57.0% | 242 |
| Momentum Entry | Momentum Exit | PnL Exit | Threshold | Avg Pnl | Sharpe | Win % | Count Trades |
|---|---|---|---|---|---|---|---|
| -5 | -4 | 5 | 0.0279% | $93.8 | 15.3 | 100.0% | 2 |
| -5 | -4 | 5 | 0.0529% | $93.8 | 15.3 | 100.0% | 2 |
| -6 | -4 | 2 | -0.0828% | $19.0 | 4.4 | 56.8% | 81 |
| -8 | -5 | 4 | -0.0914% | $24.5 | 4.4 | 59.8% | 82 |
| -6 | -5 | 1 | -0.0567% | $21.3 | 4.1 | 61.0% | 82 |
| -6 | -5 | 3 | -0.0567% | $21.8 | 3.9 | 62.2% | 82 |
| -6 | -5 | 2 | -0.0567% | $20.9 | 3.8 | 57.3% | 82 |
| -6 | -5 | 4 | -0.0567% | $21.2 | 3.7 | 58.5% | 82 |
| -6 | -4 | 3 | -0.0828% | $16.2 | 3.7 | 58.0% | 81 |
| -3 | -2 | 4 | -0.0584% | $16.2 | 3.6 | 59.3% | 81 |
| -8 | -5 | 3 | -0.0914% | $19.5 | 3.5 | 61.0% | 82 |
| -6 | -4 | 1 | -0.0828% | $15.1 | 3.5 | 56.8% | 81 |
| -10 | -4 | 4 | -0.0832% | $16.3 | 3.4 | 58.9% | 163 |
| -7 | -4 | 2 | -0.0573% | $14.2 | 3.3 | 60.7% | 163 |
| -10 | -9 | 4 | 0.0000% | $19.4 | 3.3 | 55.4% | 278 |
| -10 | -9 | 2 | -0.0284% | $19.5 | 3.3 | 58.0% | 162 |
| -10 | -9 | 2 | 0.0000% | $17.7 | 3.2 | 58.3% | 278 |
| -10 | -5 | 3 | -0.1231% | $18.6 | 3.2 | 56.1% | 82 |
| -10 | -4 | 4 | -0.1383% | $16.8 | 3.2 | 61.0% | 82 |
| -10 | -9 | 3 | 0.0000% | $17.6 | 3.2 | 55.0% | 278 |
| -8 | -2 | 3 | -0.1436% | $12.3 | 3.2 | 59.8% | 82 |
| -8 | -3 | 4 | -0.1264% | $14.2 | 3.1 | 57.3% | 82 |
| -10 | -4 | 2 | -0.0832% | $14.2 | 3.1 | 57.1% | 163 |
| -7 | -5 | 2 | -0.0279% | $15.0 | 3.1 | 56.7% | 245 |
| -10 | -5 | 2 | -0.1231% | $17.4 | 3.1 | 56.1% | 82 |
| -10 | -4 | 2 | -0.0524% | $13.1 | 3.1 | 55.5% | 245 |
| -7 | -5 | 3 | -0.0279% | $14.8 | 3.0 | 59.2% | 245 |
| -10 | -4 | 3 | -0.0832% | $13.9 | 3.0 | 57.7% | 163 |
| -10 | -4 | 4 | -0.0524% | $13.6 | 3.0 | 57.6% | 245 |
| -7 | -5 | 4 | -0.0279% | $14.8 | 3.0 | 58.4% | 245 |
| -7 | -4 | 4 | -0.0573% | $12.8 | 3.0 | 59.5% | 163 |
| -7 | -4 | 3 | -0.0573% | $12.8 | 3.0 | 60.1% | 163 |
| -8 | -5 | 3 | -0.0579% | $15.3 | 2.9 | 57.3% | 164 |
| -5 | -2 | 3 | -0.1117% | $12.3 | 2.9 | 56.1% | 82 |
| -10 | -4 | 3 | -0.0524% | $12.9 | 2.9 | 58.4% | 245 |
| -10 | -9 | 2 | -0.0251% | $15.7 | 2.9 | 57.6% | 245 |
| -8 | -5 | 4 | -0.0579% | $14.9 | 2.8 | 55.5% | 164 |
| -8 | -5 | 1 | -0.0914% | $15.7 | 2.8 | 56.1% | 82 |
| -7 | -4 | 2 | -0.0904% | $12.5 | 2.7 | 57.3% | 82 |
| -7 | -5 | 3 | -0.0537% | $14.3 | 2.7 | 57.9% | 164 |
| -7 | -5 | 4 | -0.0537% | $14.3 | 2.7 | 57.3% | 164 |
| -7 | -4 | 2 | -0.0298% | $11.2 | 2.7 | 56.7% | 245 |
| -10 | -2 | 3 | -0.0566% | $10.2 | 2.7 | 55.1% | 245 |
| -8 | -4 | 2 | -0.0476% | $10.8 | 2.6 | 58.0% | 245 |
| -10 | -2 | 4 | -0.1655% | $11.1 | 2.6 | 62.2% | 82 |
| -10 | -4 | 2 | -0.1383% | $13.1 | 2.6 | 56.1% | 82 |
| -9 | -5 | 3 | -0.0537% | $13.0 | 2.6 | 55.9% | 245 |
| -10 | -4 | 3 | -0.1383% | $13.4 | 2.6 | 58.5% | 82 |
| -8 | -2 | 4 | -0.1436% | $10.5 | 2.6 | 62.2% | 82 |
| -9 | -5 | 3 | -0.0811% | $13.6 | 2.6 | 55.5% | 164 |
| -10 | -2 | 4 | -0.0566% | $10.1 | 2.5 | 56.3% | 245 |
| -8 | -4 | 2 | -0.0596% | $10.8 | 2.5 | 55.2% | 163 |
| -10 | -2 | 3 | -0.1655% | $10.5 | 2.5 | 56.1% | 82 |
| -7 | -4 | 1 | -0.0573% | $11.0 | 2.5 | 57.7% | 163 |
| -8 | -3 | 3 | -0.1264% | $11.1 | 2.5 | 56.1% | 82 |
| -4 | -2 | 3 | -0.0877% | $11.6 | 2.5 | 57.3% | 82 |
| -7 | -5 | 1 | -0.0279% | $11.9 | 2.5 | 57.6% | 245 |
| -7 | -4 | 3 | -0.0298% | $10.4 | 2.4 | 56.7% | 245 |
| -9 | -4 | 3 | -0.0842% | $10.8 | 2.4 | 58.3% | 163 |
| -8 | -4 | 4 | -0.0476% | $10.5 | 2.4 | 55.9% | 245 |
| -8 | -4 | 3 | -0.0476% | $9.9 | 2.4 | 58.4% | 245 |
| -8 | -4 | 3 | -0.0596% | $10.4 | 2.4 | 56.4% | 163 |
| -6 | -5 | 3 | 0.0000% | $11.7 | 2.3 | 55.2% | 286 |
| -5 | -2 | 4 | -0.1117% | $10.7 | 2.3 | 59.8% | 82 |
| -9 | -4 | 2 | -0.0842% | $10.1 | 2.3 | 55.8% | 163 |
| -6 | -2 | 3 | -0.0704% | $9.6 | 2.3 | 56.1% | 164 |
| -9 | -4 | 4 | -0.0842% | $11.0 | 2.3 | 56.4% | 163 |
| -8 | -6 | 4 | 0.0000% | $11.9 | 2.3 | 55.9% | 354 |
| -7 | -5 | 1 | -0.0537% | $11.8 | 2.2 | 56.7% | 164 |
| -8 | -5 | 3 | -0.0300% | $11.4 | 2.2 | 57.3% | 246 |
| -8 | -5 | 4 | -0.0300% | $11.7 | 2.2 | 56.1% | 246 |
| -7 | -3 | 4 | -0.0472% | $9.4 | 2.2 | 55.3% | 244 |
| -7 | -4 | 4 | -0.0298% | $9.3 | 2.2 | 55.5% | 245 |
| -8 | -6 | 2 | 0.0000% | $10.7 | 2.1 | 56.2% | 354 |
| -10 | -5 | 0 | -0.1231% | $13.3 | 2.1 | 56.1% | 82 |
| -7 | -3 | 3 | -0.0472% | $9.1 | 2.1 | 55.3% | 244 |
| -7 | -3 | 2 | -0.0472% | $8.7 | 2.1 | 55.7% | 244 |
| -6 | -5 | 1 | -0.0294% | $10.6 | 2.1 | 56.1% | 164 |
| -7 | -3 | 3 | -0.0782% | $9.4 | 2.0 | 55.6% | 162 |
| -8 | -4 | 2 | -0.1134% | $9.3 | 2.0 | 57.3% | 82 |
| -8 | -7 | 2 | 0.0000% | $10.8 | 2.0 | 55.5% | 308 |
| -7 | -4 | 3 | -0.0904% | $9.3 | 2.0 | 56.1% | 82 |
| -8 | -4 | 4 | -0.1134% | $9.3 | 2.0 | 56.1% | 82 |
| Momentum Entry | Momentum Exit | PnL Exit | Threshold | Avg Pnl | Sharpe | Win % | Count Trades |
|---|---|---|---|---|---|---|---|
| -10 | -3 | 5 | -0.3271% | $40.3 | 9.6 | 80.0% | 5 |
| -10 | -3 | 5 | -0.1966% | $35.5 | 9.2 | 83.3% | 6 |
| -7 | -3 | 5 | -0.2597% | $25.2 | 8.7 | 75.0% | 4 |
| -8 | -5 | 5 | -0.1569% | $41.1 | 8.2 | 66.7% | 3 |
| -6 | -4 | 5 | -0.0978% | $31.4 | 8.0 | 80.0% | 5 |
| -4 | -3 | 5 | 0.0657% | $22.4 | 6.6 | 68.8% | 16 |
| -7 | -6 | 5 | 0.0922% | $22.4 | 6.1 | 57.1% | 7 |
| -4 | -3 | 5 | 0.0809% | $22.4 | 6.0 | 69.2% | 13 |
| -9 | -3 | 5 | -0.1979% | $24.0 | 6.0 | 71.4% | 7 |
| -10 | -7 | 5 | 0.1837% | $29.1 | 5.9 | 60.0% | 5 |
| -8 | -4 | 5 | -0.1521% | $22.4 | 5.7 | 71.4% | 7 |
| -6 | -4 | 5 | -0.1749% | $29.9 | 5.6 | 66.7% | 3 |
| -9 | -3 | 5 | -0.3320% | $19.6 | 5.6 | 75.0% | 4 |
| -8 | -3 | 5 | -0.2900% | $19.6 | 5.6 | 75.0% | 4 |
| -10 | -6 | 5 | -0.2352% | $38.1 | 5.5 | 60.0% | 5 |
| -5 | -3 | 5 | -0.2376% | $14.9 | 5.1 | 66.7% | 6 |
| -10 | -7 | 5 | -0.1235% | $26.1 | 5.1 | 55.6% | 9 |
| -9 | -4 | 5 | -0.2653% | $26.1 | 5.0 | 66.7% | 3 |
| -8 | -7 | 5 | 0.0621% | $19.0 | 4.9 | 70.0% | 20 |
| -9 | -7 | 5 | 0.0743% | $17.7 | 4.7 | 58.3% | 24 |
| -10 | -4 | 5 | -0.2739% | $29.1 | 4.4 | 60.0% | 5 |
| -10 | -2 | 5 | 0.3673% | $18.2 | 4.4 | 75.0% | 8 |
| -9 | -5 | 5 | -0.1289% | $22.4 | 3.9 | 57.1% | 7 |
| -4 | -2 | 5 | 0.0818% | $13.2 | 3.9 | 70.6% | 17 |
| -9 | -7 | 5 | -0.0741% | $15.2 | 3.6 | 57.1% | 14 |
| -9 | -7 | 5 | 0.0000% | $15.2 | 3.6 | 57.1% | 14 |
| -8 | -7 | 5 | -0.0925% | $11.2 | 3.3 | 60.0% | 5 |
| -6 | -2 | 5 | 0.3140% | $11.2 | 3.0 | 80.0% | 5 |
| -8 | -7 | 5 | 0.0794% | $13.8 | 3.0 | 69.2% | 13 |
| -4 | -2 | 5 | 0.0631% | $8.4 | 2.6 | 65.0% | 20 |
| -6 | -5 | 5 | 0.0786% | $9.8 | 2.5 | 62.5% | 24 |
| -8 | -6 | 5 | 0.0000% | $9.3 | 2.2 | 55.6% | 18 |
| -9 | -3 | 5 | 0.3122% | $9.6 | 2.2 | 71.4% | 7 |
| -8 | -3 | 5 | 0.2714% | $9.6 | 2.2 | 71.4% | 7 |
| Momentum Entry | Momentum Exit | PnL Exit | Threshold | Avg Pnl | Sharpe | Win % | Count Trades |
|---|---|---|---|---|---|---|---|
| -6 | -3 | 6 | 0.0197% | $20.7 | 5.1 | 58.6% | 70 |
| -4 | -2 | 5 | 0.0195% | $14.4 | 4.5 | 56.9% | 72 |
| -4 | -2 | 6 | 0.0195% | $17.0 | 4.4 | 56.9% | 72 |
| -4 | -2 | 9 | 0.0195% | $19.8 | 4.3 | 55.4% | 65 |
| -4 | -2 | 10 | 0.0195% | $20.2 | 4.0 | 56.9% | 65 |
| -6 | -5 | 8 | -0.0099% | $17.5 | 3.8 | 58.7% | 63 |
| -6 | -5 | 7 | -0.0099% | $15.0 | 3.6 | 55.9% | 59 |
| -4 | -2 | 7 | 0.0195% | $14.5 | 3.5 | 55.1% | 69 |
| -9 | -6 | 7 | -0.0197% | $16.6 | 3.5 | 60.7% | 61 |
| -7 | -5 | 10 | 0.0183% | $19.4 | 3.4 | 59.7% | 62 |
| -7 | -5 | 9 | 0.0183% | $18.3 | 3.3 | 56.5% | 62 |
| -9 | -6 | 5 | -0.0197% | $15.0 | 3.1 | 60.7% | 61 |
| -8 | -5 | 8 | 0.0196% | $16.1 | 2.9 | 55.9% | 59 |
| -9 | -6 | 6 | -0.0197% | $12.5 | 2.8 | 55.7% | 61 |
| -10 | -5 | 10 | 0.0200% | $13.9 | 2.8 | 56.2% | 64 |
| -10 | -3 | 10 | 0.0286% | $11.6 | 2.7 | 55.1% | 69 |
| -8 | -5 | 9 | 0.0196% | $13.9 | 2.6 | 59.7% | 62 |
| -8 | -5 | 10 | 0.0196% | $14.1 | 2.6 | 59.7% | 62 |
| -10 | -5 | 4 | 0.0200% | $9.3 | 2.2 | 56.7% | 67 |
| Momentum Entry | Momentum Exit | PnL Exit | Threshold | Avg Pnl | Sharpe | Win % | Count Trades |
|---|---|---|---|---|---|---|---|
| -7 | -5 | -3 | -0.1025% | $10.4 | 4.4 | 55.6% | 81 |
| -8 | -6 | -3 | -0.0973% | $10.4 | 3.5 | 58.5% | 82 |
| -3 | -2 | 3 | -0.0918% | $14.3 | 3.3 | 56.1% | 82 |
| -7 | -6 | -3 | -0.0673% | $10.6 | 3.2 | 63.0% | 81 |
| -7 | -3 | 2 | -0.1616% | $17.4 | 3.2 | 56.2% | 80 |
| -3 | -2 | 4 | -0.0918% | $13.4 | 2.9 | 56.1% | 82 |
| -7 | -6 | 4 | -0.0347% | $16.2 | 2.9 | 56.5% | 161 |
| -3 | -2 | 2 | -0.0918% | $12.4 | 2.8 | 56.1% | 82 |
| -8 | -6 | -1 | -0.0973% | $11.8 | 2.8 | 56.1% | 82 |
| -8 | -6 | -3 | -0.0654% | $7.5 | 2.8 | 57.1% | 163 |
| -8 | -6 | -2 | -0.0973% | $9.3 | 2.8 | 58.5% | 82 |
| -7 | -4 | 2 | -0.1347% | $15.2 | 2.7 | 55.6% | 81 |
| -8 | -6 | 4 | -0.0338% | $14.3 | 2.6 | 57.4% | 244 |
| -8 | -6 | -1 | -0.0654% | $10.0 | 2.6 | 55.8% | 163 |
| -9 | -6 | -3 | -0.1296% | $8.5 | 2.6 | 55.6% | 81 |
| -6 | -4 | 2 | -0.0997% | $12.9 | 2.5 | 57.3% | 82 |
| -7 | -5 | -2 | -0.1025% | $7.4 | 2.5 | 55.6% | 81 |
| -7 | -6 | 4 | -0.0321% | $12.7 | 2.5 | 56.6% | 242 |
| -8 | -6 | 4 | -0.0973% | $16.0 | 2.5 | 57.3% | 82 |
| -7 | -6 | 4 | 0.0000% | $12.4 | 2.4 | 56.8% | 308 |
| -8 | -6 | -1 | -0.0338% | $8.1 | 2.3 | 56.6% | 244 |
| -7 | -6 | 3 | 0.0000% | $11.3 | 2.3 | 55.0% | 307 |
| -7 | -6 | 2 | 0.0000% | $11.2 | 2.3 | 55.4% | 307 |
| -8 | -7 | 3 | -0.0350% | $13.5 | 2.2 | 56.2% | 160 |
| -5 | -4 | 2 | -0.0506% | $10.4 | 2.2 | 55.6% | 162 |
| -10 | -5 | -3 | -0.1520% | $5.9 | 2.1 | 55.6% | 81 |
| -7 | -6 | -2 | -0.0673% | $7.8 | 2.1 | 56.8% | 81 |
| -5 | -4 | 4 | -0.0506% | $11.2 | 2.1 | 55.6% | 162 |
| -7 | -6 | -3 | -0.0347% | $5.7 | 2.0 | 55.6% | 162 |
| -7 | -6 | -1 | -0.0347% | $8.0 | 2.0 | 55.3% | 161 |
| -6 | -4 | 4 | -0.0997% | $11.1 | 2.0 | 57.3% | 82 |
| Momentum Entry | Momentum Exit | PnL Exit | Threshold | Avg Pnl | Sharpe | Win % | Count Trades |
|---|---|---|---|---|---|---|---|
| -9 | -8 | 4 | 0.0207% | $39.3 | 2.4 | 56.4% | 78 |
| -9 | -8 | 3 | 0.0207% | $40.2 | 2.4 | 58.4% | 77 |
| Momentum Entry | Momentum Exit | PnL Exit | Threshold | Avg Pnl | Sharpe | Win % | Count Trades |
|---|---|---|---|---|---|---|---|
| -6 | -3 | 5 | 0.0460% | $62.5 | 56.1 | 100.0% | 2 |
| Momentum Entry | Momentum Exit | PnL Exit | Threshold | Avg Pnl | Sharpe | Win % | Count Trades |
|---|---|---|---|---|---|---|---|
| -10 | -4 | 0 | -0.1475% | $70.2 | 4.5 | 59.3% | 81 |
| -8 | -2 | 6 | 0.1268% | $68.0 | 4.3 | 61.7% | 81 |
| -5 | -4 | 0 | -0.0408% | $47.8 | 4.2 | 55.9% | 161 |
| -7 | -2 | 3 | 0.1237% | $61.0 | 4.2 | 63.0% | 81 |
| -7 | -2 | 2 | 0.1237% | $62.2 | 4.0 | 61.7% | 81 |
| -8 | -2 | 3 | 0.1268% | $58.8 | 4.0 | 59.3% | 81 |
| -8 | -2 | 2 | 0.1268% | $60.9 | 3.9 | 61.7% | 81 |
| -10 | -7 | -6 | 0.1082% | $18.0 | 3.9 | 63.0% | 81 |
| -6 | -4 | 0 | -0.0869% | $53.0 | 3.9 | 58.0% | 81 |
| -8 | -2 | 4 | 0.1268% | $58.6 | 3.9 | 65.4% | 81 |
| -10 | -4 | 0 | -0.0846% | $50.4 | 3.9 | 57.8% | 161 |
| -5 | -4 | 0 | -0.0747% | $48.9 | 3.8 | 58.0% | 81 |
| -7 | -2 | 4 | 0.1237% | $56.7 | 3.8 | 65.4% | 81 |
| -8 | -3 | 0 | -0.1083% | $60.4 | 3.8 | 63.0% | 81 |
| -8 | -4 | 0 | -0.0982% | $58.2 | 3.7 | 55.6% | 81 |
| -7 | -2 | 6 | 0.1237% | $58.6 | 3.7 | 58.0% | 81 |
| -8 | -2 | 8 | 0.1268% | $63.0 | 3.7 | 61.7% | 81 |
| -8 | -2 | 7 | 0.1268% | $59.4 | 3.6 | 64.2% | 81 |
| -6 | -2 | 5 | -0.1059% | $65.5 | 3.6 | 58.0% | 81 |
| -8 | -2 | 9 | 0.1268% | $60.6 | 3.6 | 61.7% | 81 |
| -10 | -4 | 0 | -0.0486% | $42.5 | 3.6 | 55.2% | 241 |
| -6 | -2 | 0 | -0.1059% | $49.0 | 3.6 | 65.4% | 81 |
| -5 | -2 | 9 | 0.0267% | $45.6 | 3.5 | 62.0% | 242 |
| -8 | -2 | 0 | -0.1137% | $48.6 | 3.5 | 61.7% | 81 |
| -9 | -7 | -6 | 0.0612% | $19.3 | 3.5 | 55.6% | 81 |
| -10 | -7 | -6 | 0.0110% | $13.6 | 3.5 | 58.7% | 322 |
| -10 | -9 | -8 | -0.0309% | $17.2 | 3.5 | 57.7% | 241 |
| -5 | -2 | 8 | 0.0267% | $45.8 | 3.5 | 60.7% | 242 |
| -10 | -2 | 0 | -0.1702% | $50.1 | 3.5 | 66.7% | 81 |
| -5 | -2 | 9 | 0.0480% | $46.5 | 3.5 | 59.0% | 161 |
| -6 | -2 | 2 | -0.1059% | $56.0 | 3.4 | 63.0% | 81 |
| -10 | -7 | -6 | 0.0304% | $14.6 | 3.4 | 57.7% | 241 |
| -10 | -9 | 0 | -0.0481% | $62.9 | 3.4 | 56.5% | 161 |
| -5 | -2 | 2 | 0.0914% | $47.2 | 3.4 | 55.6% | 81 |
| -10 | -7 | -6 | 0.0551% | $16.5 | 3.4 | 57.1% | 161 |
| -5 | -2 | 8 | 0.0480% | $45.6 | 3.4 | 56.5% | 161 |
| -7 | -2 | 5 | 0.1237% | $49.8 | 3.4 | 61.7% | 81 |
| -8 | -2 | 5 | 0.1268% | $50.2 | 3.4 | 60.5% | 81 |
| -10 | -9 | -8 | -0.0481% | $18.4 | 3.4 | 56.5% | 161 |
| -7 | -2 | 6 | 0.0668% | $46.3 | 3.3 | 58.4% | 161 |
| -9 | -2 | 6 | 0.1240% | $53.8 | 3.3 | 63.0% | 81 |
| -5 | -2 | 10 | 0.0267% | $43.7 | 3.3 | 57.9% | 242 |
| -6 | -2 | 4 | -0.1059% | $53.9 | 3.3 | 55.6% | 81 |
| -5 | -2 | 0 | -0.0566% | $38.4 | 3.3 | 62.1% | 161 |
| -4 | -2 | 2 | 0.0207% | $34.8 | 3.3 | 57.4% | 242 |
| -8 | -2 | 1 | 0.1268% | $48.3 | 3.3 | 58.0% | 81 |
| -10 | -7 | -5 | 0.0551% | $25.0 | 3.3 | 55.9% | 161 |
| -7 | -2 | 2 | 0.0668% | $43.7 | 3.2 | 58.4% | 161 |
| -10 | -9 | -5 | 0.0817% | $34.8 | 3.2 | 55.6% | 81 |
| -5 | -2 | 6 | 0.0480% | $41.1 | 3.2 | 55.9% | 161 |
| -5 | -2 | 10 | 0.0480% | $44.4 | 3.2 | 56.5% | 161 |
| -7 | -2 | 7 | 0.0668% | $45.5 | 3.2 | 60.2% | 161 |
| -5 | -2 | 2 | 0.0267% | $38.9 | 3.2 | 56.6% | 242 |
| -5 | -2 | 8 | 0.0914% | $50.4 | 3.2 | 58.0% | 81 |
| -5 | -2 | 7 | 0.0267% | $40.4 | 3.2 | 56.6% | 242 |
| -7 | -2 | 7 | 0.1237% | $51.2 | 3.2 | 58.0% | 81 |
| -5 | -2 | 6 | 0.0267% | $40.1 | 3.2 | 58.3% | 242 |
| -5 | -2 | 2 | 0.0480% | $39.8 | 3.2 | 55.3% | 161 |
| -6 | -2 | 2 | 0.0161% | $32.8 | 3.1 | 57.8% | 322 |
| -5 | -2 | 7 | 0.0914% | $48.6 | 3.1 | 59.3% | 81 |
| -5 | -2 | 4 | 0.0267% | $38.3 | 3.1 | 59.9% | 242 |
| -5 | -2 | 5 | 0.0267% | $38.2 | 3.1 | 59.5% | 242 |
| -5 | -2 | 6 | 0.0914% | $47.0 | 3.1 | 56.8% | 81 |
| -7 | -4 | 0 | -0.0894% | $43.3 | 3.1 | 56.8% | 81 |
| -5 | -2 | 5 | 0.0480% | $37.5 | 3.1 | 56.5% | 161 |
| -6 | -2 | 3 | -0.1059% | $50.4 | 3.1 | 60.5% | 81 |
| -5 | -2 | 4 | 0.0480% | $37.2 | 3.1 | 57.8% | 161 |
| -5 | -2 | 9 | 0.0914% | $48.0 | 3.0 | 60.5% | 81 |
| -8 | -2 | 6 | 0.0726% | $40.8 | 3.0 | 61.5% | 161 |
| -7 | -2 | 1 | 0.1237% | $44.9 | 3.0 | 60.5% | 81 |
| -4 | -2 | 2 | 0.0098% | $30.0 | 3.0 | 57.5% | 322 |
| -6 | -2 | 7 | 0.0336% | $38.2 | 3.0 | 57.9% | 242 |
| -6 | -2 | 9 | 0.0336% | $38.6 | 3.0 | 59.5% | 242 |
| -8 | -4 | 6 | 0.1113% | $56.3 | 3.0 | 61.7% | 81 |
| -6 | -2 | 6 | 0.0336% | $37.3 | 3.0 | 57.4% | 242 |
| -10 | -3 | 0 | -0.1610% | $47.7 | 3.0 | 61.7% | 81 |
| -8 | -2 | 9 | 0.0726% | $41.2 | 3.0 | 61.5% | 161 |
| -10 | -7 | -5 | 0.0304% | $19.6 | 3.0 | 55.6% | 241 |
| -7 | -2 | 3 | 0.0668% | $39.0 | 3.0 | 59.0% | 161 |
| -6 | -2 | 2 | 0.0336% | $33.7 | 2.9 | 55.4% | 242 |
| -10 | -7 | -5 | 0.0110% | $17.5 | 2.9 | 55.9% | 322 |
| -5 | -2 | 10 | 0.0914% | $46.6 | 2.9 | 60.5% | 81 |
| -6 | -2 | 6 | 0.0578% | $40.8 | 2.9 | 56.5% | 161 |
| -5 | -2 | 0 | -0.0948% | $36.9 | 2.9 | 60.5% | 81 |
| -9 | -2 | 6 | 0.0694% | $39.6 | 2.9 | 60.2% | 161 |
| -4 | -2 | 2 | 0.0371% | $32.2 | 2.9 | 57.8% | 161 |
| -5 | -2 | 4 | 0.0914% | $41.7 | 2.9 | 58.0% | 81 |
| -8 | -2 | 10 | 0.1268% | $51.0 | 2.9 | 60.5% | 81 |
| -7 | -2 | 9 | 0.0668% | $43.4 | 2.9 | 60.2% | 161 |
| -7 | -2 | 8 | 0.1237% | $49.7 | 2.9 | 56.8% | 81 |
| -9 | -2 | 0 | -0.0767% | $33.8 | 2.9 | 60.9% | 161 |
| -6 | -2 | 1 | -0.1059% | $43.9 | 2.9 | 61.7% | 81 |
| -7 | -2 | 8 | 0.0668% | $43.6 | 2.9 | 59.6% | 161 |
| -7 | -2 | 4 | 0.0668% | $39.2 | 2.9 | 61.5% | 161 |
| -7 | -3 | 0 | -0.1023% | $39.5 | 2.9 | 64.2% | 81 |
| -7 | -2 | 5 | 0.0668% | $38.4 | 2.9 | 59.0% | 161 |
| -6 | -2 | 3 | 0.1047% | $42.5 | 2.9 | 56.8% | 81 |
| -10 | -3 | 0 | -0.0958% | $37.7 | 2.9 | 57.8% | 161 |
| -4 | -2 | 3 | 0.0207% | $30.2 | 2.8 | 59.1% | 242 |
| -6 | -2 | 9 | 0.0578% | $40.4 | 2.8 | 57.1% | 161 |
| -5 | -2 | 3 | 0.0267% | $33.9 | 2.8 | 59.1% | 242 |
| -10 | -2 | 9 | 0.0476% | $35.7 | 2.8 | 58.1% | 241 |
| -5 | -2 | 5 | 0.0914% | $40.4 | 2.8 | 58.0% | 81 |
| -4 | -2 | 9 | 0.0207% | $33.0 | 2.8 | 60.3% | 242 |
| -6 | -2 | 7 | 0.0578% | $39.7 | 2.8 | 56.5% | 161 |
| -6 | -2 | 8 | 0.0336% | $36.9 | 2.8 | 59.1% | 242 |
| -9 | -2 | 9 | 0.1240% | $45.6 | 2.8 | 58.0% | 81 |
| -6 | -2 | 5 | 0.0161% | $30.3 | 2.8 | 60.6% | 322 |
| -9 | -2 | 4 | 0.1240% | $41.3 | 2.8 | 64.2% | 81 |
| -10 | -2 | 8 | 0.0476% | $36.0 | 2.8 | 58.9% | 241 |
| -3 | -2 | 9 | 0.0484% | $46.9 | 2.8 | 58.0% | 81 |
| -4 | -2 | 1 | 0.0207% | $27.9 | 2.8 | 56.2% | 242 |
| -8 | -2 | 7 | 0.0726% | $37.9 | 2.8 | 60.9% | 161 |
| -8 | -2 | 0 | -0.0666% | $32.0 | 2.8 | 58.4% | 161 |
| -6 | -4 | 6 | 0.0815% | $53.0 | 2.8 | 55.6% | 81 |
| -8 | -2 | 3 | 0.0726% | $33.8 | 2.8 | 59.0% | 161 |
| -6 | -2 | 7 | 0.0161% | $32.2 | 2.8 | 57.1% | 322 |
| -7 | -2 | 2 | -0.1064% | $43.9 | 2.8 | 63.0% | 81 |
| -10 | -9 | -6 | 0.0817% | $25.4 | 2.8 | 61.7% | 81 |
| -10 | -7 | 9 | 0.0551% | $53.3 | 2.8 | 55.9% | 161 |
| -6 | -2 | 5 | 0.0336% | $32.6 | 2.8 | 58.3% | 242 |
| -6 | -2 | 3 | 0.0336% | $31.4 | 2.8 | 56.2% | 242 |
| -7 | -2 | 0 | -0.0355% | $28.9 | 2.8 | 58.7% | 242 |
| -9 | -2 | 5 | 0.1240% | $41.1 | 2.8 | 61.7% | 81 |
| -8 | -2 | 2 | 0.0726% | $34.9 | 2.7 | 60.2% | 161 |
| -10 | -7 | 8 | 0.1082% | $58.5 | 2.7 | 55.6% | 81 |
| -8 | -2 | 8 | 0.0726% | $38.9 | 2.7 | 60.2% | 161 |
| -6 | -2 | 2 | 0.1047% | $42.3 | 2.7 | 55.6% | 81 |
| -6 | -2 | 6 | 0.0161% | $31.4 | 2.7 | 59.3% | 322 |
| -8 | -3 | 5 | -0.1083% | $53.8 | 2.7 | 60.5% | 81 |
| -6 | -2 | 4 | 0.0336% | $32.4 | 2.7 | 58.7% | 242 |
| -8 | -4 | 3 | 0.1113% | $47.4 | 2.7 | 61.7% | 81 |
| -10 | -2 | 3 | 0.0476% | $30.9 | 2.7 | 60.2% | 241 |
| -10 | -2 | 2 | 0.0476% | $32.0 | 2.7 | 58.5% | 241 |
| -4 | -2 | 9 | 0.0371% | $34.0 | 2.7 | 62.1% | 161 |
| -7 | -2 | 7 | 0.0426% | $35.4 | 2.7 | 56.6% | 242 |
| -7 | -2 | 9 | 0.1237% | $45.2 | 2.7 | 56.8% | 81 |
| -6 | -2 | 8 | 0.0578% | $39.3 | 2.7 | 57.1% | 161 |
| -10 | -2 | 6 | 0.0476% | $34.5 | 2.7 | 59.8% | 241 |
| -6 | -4 | 6 | 0.0464% | $41.6 | 2.7 | 55.3% | 161 |
| -4 | -2 | 4 | 0.0207% | $29.0 | 2.7 | 58.3% | 242 |
| -8 | -2 | 4 | 0.0726% | $33.8 | 2.7 | 63.4% | 161 |
| -5 | -2 | 8 | 0.0113% | $32.7 | 2.7 | 59.6% | 322 |
| -9 | -2 | 3 | 0.1240% | $38.9 | 2.7 | 59.3% | 81 |
| -6 | -2 | 5 | 0.0578% | $35.2 | 2.7 | 56.5% | 161 |
| -7 | -2 | 9 | 0.0426% | $35.7 | 2.7 | 57.4% | 242 |
| -6 | -2 | 4 | 0.0161% | $28.9 | 2.7 | 59.3% | 322 |
| -6 | -2 | 10 | 0.0336% | $36.3 | 2.7 | 57.0% | 242 |
| -7 | -2 | 6 | 0.0426% | $33.9 | 2.7 | 56.2% | 242 |
| -6 | -2 | 3 | 0.0161% | $27.7 | 2.7 | 56.5% | 322 |
| -4 | -2 | 3 | 0.0098% | $26.2 | 2.7 | 58.1% | 322 |
| -10 | -7 | 8 | 0.0551% | $52.0 | 2.6 | 57.8% | 161 |
| -10 | -2 | 7 | 0.0476% | $33.5 | 2.6 | 58.1% | 241 |
| -9 | -7 | -6 | 0.0069% | $10.5 | 2.6 | 57.5% | 322 |
| -7 | -2 | 0 | 0.1237% | $31.2 | 2.6 | 55.6% | 81 |
| -10 | -2 | 4 | 0.0476% | $30.4 | 2.6 | 59.8% | 241 |
| -6 | -2 | 9 | 0.0161% | $31.6 | 2.6 | 59.9% | 322 |
| -6 | -2 | 4 | 0.0578% | $34.9 | 2.6 | 57.8% | 161 |
| -4 | -2 | 3 | 0.0371% | $29.2 | 2.6 | 59.0% | 161 |
| -4 | -2 | 4 | 0.0371% | $29.7 | 2.6 | 59.0% | 161 |
| -3 | -2 | 4 | 0.0484% | $41.6 | 2.6 | 55.6% | 81 |
| -6 | -2 | 8 | 0.0161% | $31.7 | 2.6 | 59.3% | 322 |
| -6 | -2 | 0 | -0.0625% | $29.1 | 2.6 | 56.5% | 161 |
| -6 | -2 | 4 | 0.1047% | $39.0 | 2.6 | 59.3% | 81 |
| -9 | -2 | 2 | 0.0694% | $33.1 | 2.6 | 57.1% | 161 |
| -8 | -7 | -6 | 0.0279% | $12.2 | 2.6 | 56.5% | 161 |
| -9 | -2 | 8 | 0.1240% | $43.8 | 2.6 | 59.3% | 81 |
| -5 | -2 | 9 | 0.0113% | $31.3 | 2.6 | 60.6% | 322 |
| -4 | -2 | 1 | 0.0371% | $26.7 | 2.6 | 55.9% | 161 |
| -4 | -2 | 8 | 0.0207% | $31.2 | 2.6 | 58.3% | 242 |
| -8 | -2 | 5 | 0.0726% | $32.7 | 2.6 | 61.5% | 161 |
| -4 | -2 | 7 | 0.0207% | $30.2 | 2.6 | 59.1% | 242 |
| -5 | -4 | 2 | 0.0190% | $37.0 | 2.6 | 60.3% | 242 |
| -7 | -2 | 8 | 0.0426% | $35.0 | 2.6 | 57.4% | 242 |
| -4 | -2 | 9 | 0.0098% | $28.4 | 2.6 | 61.2% | 322 |
| -6 | -4 | 7 | 0.0464% | $40.2 | 2.6 | 55.9% | 161 |
| -10 | -2 | 10 | 0.0476% | $33.1 | 2.6 | 58.5% | 241 |
| -10 | -7 | 4 | 0.0551% | $48.9 | 2.6 | 57.8% | 161 |
| -9 | -2 | 7 | 0.1240% | $42.2 | 2.6 | 59.3% | 81 |
| -4 | -2 | 6 | 0.0371% | $30.9 | 2.6 | 58.4% | 161 |
| -6 | -2 | 10 | 0.0578% | $38.3 | 2.6 | 55.9% | 161 |
| -10 | -7 | 6 | 0.0551% | $51.6 | 2.5 | 56.5% | 161 |
| -8 | -7 | -5 | 0.0451% | $16.5 | 2.5 | 56.8% | 81 |
| -8 | -4 | 7 | 0.1113% | $47.7 | 2.5 | 60.5% | 81 |
| -5 | -2 | 7 | 0.0113% | $29.8 | 2.5 | 56.2% | 322 |
| -4 | -2 | 7 | 0.0371% | $31.1 | 2.5 | 59.6% | 161 |
| -6 | -2 | 7 | 0.1047% | $39.5 | 2.5 | 56.8% | 81 |
| -10 | -7 | 3 | 0.0551% | $47.4 | 2.5 | 58.4% | 161 |
| -6 | -2 | 6 | -0.1059% | $49.3 | 2.5 | 56.8% | 81 |
| -4 | -2 | 6 | 0.0207% | $29.4 | 2.5 | 59.5% | 242 |
| -3 | -2 | 10 | 0.0484% | $43.1 | 2.5 | 55.6% | 81 |
| -10 | -9 | -2 | -0.0481% | $34.2 | 2.5 | 57.1% | 161 |
| -7 | -2 | 10 | 0.0668% | $38.9 | 2.5 | 58.4% | 161 |
| -10 | -7 | 10 | 0.0551% | $49.1 | 2.5 | 55.3% | 161 |
| -10 | -3 | 9 | 0.0467% | $35.2 | 2.5 | 58.1% | 241 |
| -4 | -2 | 8 | 0.0371% | $31.9 | 2.5 | 57.8% | 161 |
| -7 | -4 | 4 | -0.0894% | $44.4 | 2.5 | 55.6% | 81 |
| -9 | -2 | 10 | 0.1240% | $41.7 | 2.5 | 59.3% | 81 |
| -4 | -2 | 4 | 0.0098% | $25.2 | 2.5 | 58.1% | 322 |
| -6 | -3 | 2 | 0.0950% | $40.1 | 2.5 | 55.6% | 81 |
| -8 | -3 | -1 | -0.1083% | $22.8 | 2.5 | 59.3% | 81 |
| -6 | -3 | 5 | 0.0950% | $41.0 | 2.5 | 56.8% | 81 |
| -9 | -2 | 9 | 0.0694% | $34.8 | 2.5 | 60.2% | 161 |
| -9 | -2 | 7 | 0.0694% | $34.3 | 2.5 | 58.4% | 161 |
| -4 | -2 | 8 | 0.0098% | $28.0 | 2.5 | 59.9% | 322 |
| -5 | -2 | 5 | 0.0113% | $28.2 | 2.5 | 58.1% | 322 |
| -8 | -2 | 10 | 0.0726% | $35.6 | 2.5 | 59.0% | 161 |
| -5 | -2 | 6 | 0.0113% | $28.9 | 2.5 | 58.1% | 322 |
| -5 | -2 | 2 | -0.0948% | $38.8 | 2.5 | 61.7% | 81 |
| -10 | -7 | 9 | 0.0304% | $41.7 | 2.5 | 57.7% | 241 |
| -5 | -3 | 0 | -0.0550% | $28.8 | 2.5 | 57.1% | 161 |
| -8 | -2 | 5 | -0.1137% | $43.3 | 2.5 | 59.3% | 81 |
| -7 | -4 | 1 | -0.0894% | $40.2 | 2.5 | 55.6% | 81 |
| -10 | -7 | 7 | 0.0551% | $48.7 | 2.4 | 56.5% | 161 |
| -3 | -2 | 2 | 0.0081% | $27.1 | 2.4 | 55.9% | 322 |
| -5 | -2 | 4 | 0.0113% | $27.7 | 2.4 | 58.1% | 322 |
| -10 | -4 | 9 | 0.0762% | $38.5 | 2.4 | 55.9% | 161 |
| -6 | -4 | 5 | 0.0815% | $45.7 | 2.4 | 56.8% | 81 |
| -10 | -7 | 7 | 0.1082% | $51.2 | 2.4 | 55.6% | 81 |
| -4 | -2 | 5 | 0.0207% | $26.5 | 2.4 | 59.9% | 242 |
| -5 | -2 | 10 | 0.0113% | $29.9 | 2.4 | 57.1% | 322 |
| -9 | -7 | -6 | 0.0186% | $10.5 | 2.4 | 57.0% | 242 |
| -8 | -2 | 0 | -0.0371% | $24.8 | 2.4 | 58.1% | 241 |
| -5 | -2 | 3 | 0.0113% | $26.6 | 2.4 | 57.8% | 322 |
| -4 | -2 | 1 | 0.0098% | $23.1 | 2.4 | 56.8% | 322 |
| -4 | -2 | 7 | 0.0098% | $26.4 | 2.4 | 58.7% | 322 |
| -10 | -2 | 2 | 0.0193% | $26.2 | 2.4 | 58.1% | 322 |
| -9 | -2 | 6 | 0.0416% | $29.7 | 2.4 | 57.9% | 242 |
| -10 | -9 | -6 | 0.0451% | $18.0 | 2.4 | 57.8% | 161 |
| -5 | -4 | 8 | 0.0190% | $37.9 | 2.4 | 56.6% | 242 |
| -6 | -2 | 10 | 0.0161% | $30.1 | 2.4 | 56.5% | 322 |
| -9 | -2 | 8 | 0.0694% | $34.1 | 2.4 | 58.4% | 161 |
| -10 | -2 | 9 | 0.0828% | $34.6 | 2.4 | 57.1% | 161 |
| -7 | -2 | 2 | 0.0426% | $28.4 | 2.4 | 55.4% | 242 |
| -10 | -2 | 9 | 0.0193% | $28.3 | 2.4 | 57.1% | 322 |
| -4 | -2 | 6 | 0.0098% | $26.3 | 2.4 | 59.6% | 322 |
| -8 | -2 | 2 | -0.1137% | $39.3 | 2.4 | 63.0% | 81 |
| -7 | -2 | 10 | 0.0426% | $33.4 | 2.4 | 56.2% | 242 |
| -9 | -3 | 0 | -0.1268% | $38.0 | 2.4 | 58.0% | 81 |
| -10 | -3 | 8 | 0.0467% | $34.1 | 2.4 | 57.7% | 241 |
| -10 | -2 | 3 | 0.0193% | $25.1 | 2.4 | 58.7% | 322 |
| -5 | -2 | 1 | 0.0267% | $28.7 | 2.4 | 56.6% | 242 |
| -7 | -2 | 0 | -0.1064% | $30.9 | 2.4 | 60.5% | 81 |
| -10 | -3 | 6 | 0.0467% | $34.1 | 2.4 | 57.7% | 241 |
| -10 | -2 | 4 | 0.0193% | $25.3 | 2.4 | 58.4% | 322 |
| -10 | -2 | 0 | -0.0927% | $28.0 | 2.4 | 59.6% | 161 |
| -9 | -3 | 0 | -0.0749% | $31.2 | 2.4 | 59.0% | 161 |
| -10 | -3 | 9 | 0.0851% | $37.5 | 2.4 | 57.1% | 161 |
| -8 | -4 | 4 | 0.1113% | $44.3 | 2.4 | 63.0% | 81 |
| -7 | -3 | 5 | -0.1023% | $41.9 | 2.4 | 60.5% | 81 |
| -4 | -2 | 5 | 0.0371% | $27.0 | 2.4 | 59.6% | 161 |
| -4 | -3 | 2 | 0.0386% | $34.3 | 2.4 | 61.7% | 81 |
| -7 | -4 | 3 | -0.0894% | $42.2 | 2.4 | 55.6% | 81 |
| -3 | -2 | 7 | 0.0484% | $41.4 | 2.4 | 58.0% | 81 |
| -10 | -2 | 6 | 0.0193% | $27.9 | 2.4 | 58.4% | 322 |
| -10 | -4 | -3 | 0.1368% | $11.9 | 2.3 | 59.3% | 81 |
| -10 | -4 | 8 | 0.0762% | $37.6 | 2.3 | 55.3% | 161 |
| -10 | -2 | 9 | 0.1659% | $43.0 | 2.3 | 55.6% | 81 |
| -10 | -4 | 4 | -0.1475% | $41.2 | 2.3 | 55.6% | 81 |
| -8 | -2 | 9 | 0.0460% | $30.2 | 2.3 | 59.8% | 241 |
| -10 | -7 | 8 | 0.0304% | $40.0 | 2.3 | 58.9% | 241 |
| -4 | -2 | 5 | 0.0098% | $23.9 | 2.3 | 59.9% | 322 |
| -10 | -2 | 8 | 0.0193% | $28.2 | 2.3 | 58.4% | 322 |
| -7 | -2 | 5 | 0.0426% | $28.6 | 2.3 | 57.0% | 242 |
| -9 | -2 | 2 | 0.0416% | $27.1 | 2.3 | 55.8% | 242 |
| -9 | -7 | -6 | 0.0321% | $10.6 | 2.3 | 56.5% | 161 |
| -10 | -7 | 2 | 0.0551% | $43.9 | 2.3 | 56.5% | 161 |
| -9 | -2 | 3 | 0.0694% | $27.9 | 2.3 | 56.5% | 161 |
| -5 | -2 | 0 | 0.0914% | $26.1 | 2.3 | 55.6% | 81 |
| -10 | -2 | 7 | 0.0193% | $27.3 | 2.3 | 56.8% | 322 |
| -10 | -2 | 5 | 0.0476% | $27.3 | 2.3 | 60.6% | 241 |
| -8 | -2 | 6 | 0.0460% | $28.9 | 2.3 | 59.8% | 241 |
| -8 | -4 | 2 | 0.1113% | $40.6 | 2.3 | 61.7% | 81 |
| -10 | -3 | 7 | 0.0467% | $32.6 | 2.3 | 56.8% | 241 |
| -10 | -3 | 8 | 0.0851% | $37.0 | 2.3 | 57.1% | 161 |
| -5 | -4 | 6 | 0.0190% | $34.0 | 2.3 | 56.6% | 242 |
| -6 | -2 | 9 | 0.1047% | $36.9 | 2.3 | 56.8% | 81 |
| -6 | -4 | 8 | 0.0464% | $37.5 | 2.3 | 55.3% | 161 |
| -6 | -4 | 5 | 0.0464% | $34.0 | 2.3 | 55.9% | 161 |
| -7 | -3 | 0 | -0.0593% | $28.3 | 2.3 | 57.8% | 161 |
| -9 | -2 | 2 | 0.1240% | $35.7 | 2.3 | 59.3% | 81 |
| -9 | -2 | 0 | -0.0471% | $23.5 | 2.3 | 58.3% | 242 |
| -10 | -4 | 9 | 0.0223% | $31.1 | 2.3 | 56.8% | 322 |
| -5 | -3 | 0 | -0.0886% | $33.0 | 2.3 | 59.3% | 81 |
| -9 | -2 | 5 | 0.0694% | $27.8 | 2.3 | 59.0% | 161 |
| -9 | -2 | 4 | 0.0694% | $27.7 | 2.3 | 59.0% | 161 |
| -4 | -2 | 10 | 0.0371% | $28.7 | 2.3 | 55.9% | 161 |
| -6 | -2 | 0 | -0.0378% | $23.3 | 2.3 | 56.2% | 242 |
| -10 | -4 | 8 | 0.0481% | $33.4 | 2.3 | 56.4% | 241 |
| -10 | -4 | 8 | 0.0223% | $31.1 | 2.3 | 56.5% | 322 |
| -10 | -4 | 6 | 0.0762% | $37.1 | 2.3 | 55.9% | 161 |
| -6 | -2 | 5 | 0.1047% | $33.1 | 2.3 | 56.8% | 81 |
| -10 | -2 | 8 | 0.1659% | $42.4 | 2.2 | 55.6% | 81 |
| -7 | -2 | 4 | -0.1064% | $33.6 | 2.2 | 55.6% | 81 |
| -7 | -2 | 4 | 0.0426% | $27.3 | 2.2 | 57.0% | 242 |
| -3 | -2 | 6 | 0.0484% | $39.4 | 2.2 | 55.6% | 81 |
| -9 | -7 | -5 | 0.0069% | $11.5 | 2.2 | 57.1% | 322 |
| -10 | -4 | 9 | 0.0481% | $32.8 | 2.2 | 56.8% | 241 |
| -10 | -2 | 0 | -0.0596% | $23.2 | 2.2 | 56.4% | 241 |
| -7 | -2 | 10 | 0.1237% | $39.1 | 2.2 | 59.3% | 81 |
| -10 | -9 | -1 | -0.0481% | $32.4 | 2.2 | 55.3% | 161 |
| -9 | -2 | 0 | -0.1333% | $32.6 | 2.2 | 60.5% | 81 |
| -7 | -2 | 1 | 0.0668% | $29.6 | 2.2 | 57.1% | 161 |
| -8 | -2 | 3 | -0.1137% | $36.4 | 2.2 | 60.5% | 81 |
| -7 | -4 | 6 | 0.0581% | $38.9 | 2.2 | 57.1% | 161 |
| -7 | -2 | 9 | 0.0229% | $27.3 | 2.2 | 57.5% | 322 |
| -4 | -2 | 0 | -0.0396% | $25.9 | 2.2 | 57.1% | 161 |
| -6 | -4 | 2 | 0.0464% | $33.6 | 2.2 | 57.8% | 161 |
| -8 | -3 | 2 | -0.1083% | $40.4 | 2.2 | 63.0% | 81 |
| -5 | -4 | 7 | 0.0190% | $33.3 | 2.2 | 56.2% | 242 |
| -4 | -2 | 10 | 0.0098% | $24.7 | 2.2 | 55.3% | 322 |
| -10 | -7 | 6 | 0.1082% | $47.3 | 2.2 | 55.6% | 81 |
| -7 | -2 | 2 | 0.0229% | $24.1 | 2.2 | 55.3% | 322 |
| -10 | -3 | 10 | 0.0467% | $31.4 | 2.2 | 56.8% | 241 |
| -5 | -4 | 9 | 0.0190% | $34.5 | 2.2 | 58.3% | 242 |
| -8 | -3 | 4 | -0.1083% | $40.1 | 2.2 | 59.3% | 81 |
| -9 | -2 | 7 | 0.0416% | $27.4 | 2.2 | 55.8% | 242 |
| -8 | -2 | 4 | -0.1137% | $36.0 | 2.2 | 58.0% | 81 |
| -8 | -4 | 8 | 0.1113% | $42.2 | 2.2 | 59.3% | 81 |
| -10 | -4 | 2 | 0.0223% | $27.5 | 2.2 | 59.3% | 322 |
| -3 | -2 | 2 | 0.0177% | $26.1 | 2.2 | 55.4% | 242 |
| -8 | -3 | 0 | -0.0654% | $28.1 | 2.2 | 56.5% | 161 |
| -6 | -4 | 4 | 0.0815% | $41.2 | 2.2 | 55.6% | 81 |
| -10 | -9 | 6 | -0.0481% | $46.0 | 2.2 | 56.5% | 161 |
| -6 | -2 | 1 | 0.0161% | $21.6 | 2.2 | 56.8% | 322 |
| -8 | -3 | 3 | 0.1200% | $39.0 | 2.2 | 56.8% | 81 |
| -9 | -8 | -5 | 0.0104% | $15.9 | 2.1 | 56.0% | 241 |
| -10 | -7 | 6 | 0.0304% | $37.8 | 2.1 | 56.8% | 241 |
| -10 | -3 | 4 | 0.0467% | $27.8 | 2.1 | 56.4% | 241 |
| -10 | -4 | 6 | 0.0223% | $29.8 | 2.1 | 55.9% | 322 |
| -10 | -8 | -5 | 0.0942% | $21.2 | 2.1 | 59.3% | 81 |
| -7 | -2 | 0 | -0.0652% | $25.9 | 2.1 | 56.5% | 161 |
| -7 | -3 | 2 | -0.1023% | $38.8 | 2.1 | 64.2% | 81 |
| -7 | -4 | 2 | 0.0581% | $35.6 | 2.1 | 59.0% | 161 |
| -7 | -2 | 3 | -0.1064% | $33.4 | 2.1 | 59.3% | 81 |
| -10 | -4 | 6 | 0.0481% | $32.4 | 2.1 | 56.4% | 241 |
| -10 | -4 | 10 | 0.0762% | $34.7 | 2.1 | 57.1% | 161 |
| -7 | -2 | 6 | 0.0229% | $25.3 | 2.1 | 56.5% | 322 |
| -9 | -3 | 0 | -0.0495% | $24.7 | 2.1 | 57.0% | 242 |
| -7 | -2 | 5 | -0.1064% | $34.5 | 2.1 | 55.6% | 81 |
| -7 | -3 | -1 | -0.1023% | $18.8 | 2.1 | 58.0% | 81 |
| -10 | -7 | 10 | 0.0304% | $36.5 | 2.1 | 58.1% | 241 |
| -6 | -2 | 0 | 0.0161% | $17.9 | 2.1 | 55.3% | 322 |
| -10 | -7 | 5 | 0.0551% | $40.9 | 2.1 | 55.9% | 161 |
| -5 | -4 | 3 | 0.0190% | $30.0 | 2.1 | 57.0% | 242 |
| -10 | -7 | 7 | 0.0304% | $36.7 | 2.1 | 57.3% | 241 |
| -10 | -2 | 10 | 0.0193% | $25.7 | 2.1 | 56.2% | 322 |
| -4 | -3 | 1 | 0.0386% | $31.4 | 2.1 | 59.3% | 81 |
| -10 | -2 | 6 | 0.1659% | $40.2 | 2.1 | 56.8% | 81 |
| -10 | -2 | 10 | 0.1659% | $39.7 | 2.1 | 58.0% | 81 |
| -6 | -2 | -1 | -0.1059% | $14.7 | 2.1 | 56.8% | 81 |
| -5 | -4 | 5 | 0.0190% | $30.9 | 2.1 | 57.9% | 242 |
| -10 | -8 | -5 | 0.0245% | $15.4 | 2.1 | 56.4% | 241 |
| -8 | -2 | 2 | 0.0460% | $25.4 | 2.1 | 56.0% | 241 |
| -7 | -2 | 3 | 0.0426% | $24.9 | 2.1 | 55.4% | 242 |
| -9 | -2 | 8 | 0.0416% | $27.2 | 2.1 | 56.2% | 242 |
| -5 | -4 | 10 | 0.0190% | $34.0 | 2.1 | 57.4% | 242 |
| -9 | -2 | 9 | 0.0416% | $26.7 | 2.1 | 57.9% | 242 |
| -10 | -4 | 7 | 0.0223% | $28.9 | 2.1 | 55.9% | 322 |
| -10 | -3 | 6 | 0.0851% | $34.5 | 2.1 | 57.8% | 161 |
| -9 | -2 | 10 | 0.0694% | $30.1 | 2.1 | 59.0% | 161 |
| -10 | -2 | 5 | 0.0193% | $23.0 | 2.1 | 59.0% | 322 |
| -3 | -2 | 3 | 0.0081% | $22.9 | 2.1 | 55.6% | 322 |
| -10 | -3 | 2 | 0.0467% | $27.5 | 2.1 | 58.9% | 241 |
| -7 | -2 | 8 | 0.0229% | $26.0 | 2.1 | 56.2% | 322 |
| -10 | -4 | 4 | 0.0223% | $26.4 | 2.1 | 59.0% | 322 |
| -10 | -3 | 7 | 0.0851% | $33.4 | 2.1 | 57.8% | 161 |
| -8 | -2 | 7 | 0.0460% | $26.3 | 2.1 | 57.7% | 241 |
| -10 | -2 | 6 | 0.0828% | $30.6 | 2.1 | 55.9% | 161 |
| -10 | -7 | 3 | 0.0304% | $34.1 | 2.1 | 58.1% | 241 |
| -5 | -4 | 4 | 0.0190% | $30.0 | 2.1 | 59.5% | 242 |
| -8 | -2 | 3 | 0.0460% | $23.9 | 2.1 | 56.0% | 241 |
| -8 | -3 | 3 | -0.1083% | $36.7 | 2.1 | 60.5% | 81 |
| -10 | -3 | 9 | 0.0194% | $27.2 | 2.1 | 58.4% | 322 |
| -10 | -9 | 6 | 0.0115% | $33.4 | 2.0 | 55.3% | 322 |
| -10 | -4 | 3 | -0.1475% | $34.0 | 2.0 | 55.6% | 81 |
| -10 | -8 | -5 | 0.0460% | $17.2 | 2.0 | 55.3% | 161 |
| -10 | -4 | 3 | 0.0223% | $25.5 | 2.0 | 58.7% | 322 |
| -6 | -4 | 4 | 0.0464% | $31.0 | 2.0 | 55.3% | 161 |
| -10 | -4 | 10 | 0.0223% | $28.5 | 2.0 | 56.5% | 322 |
| -10 | -7 | 4 | 0.0304% | $34.3 | 2.0 | 56.4% | 241 |
| -8 | -2 | 9 | 0.0223% | $23.7 | 2.0 | 57.8% | 322 |
| -10 | -2 | 7 | 0.0828% | $29.4 | 2.0 | 55.3% | 161 |
| -8 | -3 | 6 | -0.1083% | $40.7 | 2.0 | 56.8% | 81 |
| -10 | -9 | 2 | 0.0115% | $31.0 | 2.0 | 56.5% | 322 |
| -8 | -4 | 5 | 0.1113% | $38.1 | 2.0 | 63.0% | 81 |
| -5 | -3 | 2 | 0.0100% | $23.6 | 2.0 | 55.9% | 322 |
| -10 | -2 | 10 | 0.0828% | $29.5 | 2.0 | 57.8% | 161 |
| -5 | -2 | 1 | -0.0566% | $25.2 | 2.0 | 57.1% | 161 |
| -10 | -9 | 4 | 0.0259% | $34.0 | 2.0 | 55.6% | 241 |
| -10 | -4 | 7 | 0.0481% | $30.0 | 2.0 | 56.0% | 241 |
| -6 | -4 | 9 | 0.0464% | $33.4 | 2.0 | 56.5% | 161 |
| -10 | -3 | 3 | 0.0467% | $25.5 | 2.0 | 57.7% | 241 |
| -9 | -3 | 6 | 0.1193% | $40.2 | 2.0 | 60.5% | 81 |
| -9 | -3 | 2 | 0.0166% | $23.8 | 2.0 | 57.1% | 322 |
| Momentum Entry | Momentum Exit | PnL Exit | Threshold | Avg Pnl | Sharpe | Win % | Count Trades |
|---|---|---|---|---|---|---|---|
| -10 | -8 | 8 | 0.1378% | $61.4 | 4.3 | 71.2% | 66 |
| -10 | -8 | 6 | 0.1378% | $54.2 | 3.8 | 66.2% | 65 |
| -10 | -8 | 4 | 0.1378% | $55.4 | 3.7 | 66.2% | 68 |
| -10 | -4 | -2 | 0.0976% | $22.7 | 3.7 | 60.1% | 218 |
| -10 | -8 | 5 | 0.1378% | $52.1 | 3.7 | 62.9% | 70 |
| -9 | -4 | -2 | 0.0445% | $18.5 | 3.3 | 60.5% | 291 |
| -10 | -4 | -2 | 0.0383% | $19.1 | 3.3 | 58.4% | 291 |
| -10 | -8 | 2 | 0.1378% | $49.3 | 3.2 | 68.1% | 69 |
| -10 | -6 | -1 | 0.1288% | $30.2 | 3.1 | 58.6% | 145 |
| -8 | -4 | -2 | 0.0709% | $18.4 | 3.1 | 60.3% | 219 |
| -10 | -8 | 7 | 0.1378% | $45.3 | 3.1 | 66.7% | 66 |
| -8 | -6 | -1 | 0.1454% | $31.2 | 3.0 | 56.9% | 72 |
| -10 | -8 | 3 | 0.1378% | $46.9 | 3.0 | 64.2% | 67 |
| -8 | -4 | -2 | 0.1145% | $18.1 | 2.9 | 59.6% | 146 |
| -9 | -4 | -2 | 0.0938% | $17.4 | 2.9 | 61.2% | 219 |
| -9 | -8 | -3 | -0.1006% | $21.9 | 2.9 | 56.2% | 73 |
| -9 | -8 | -7 | 0.0972% | $11.5 | 2.8 | 55.6% | 72 |
| -10 | -9 | -2 | 0.0596% | $27.6 | 2.8 | 58.3% | 144 |
| -9 | -4 | -1 | 0.0445% | $22.3 | 2.8 | 60.1% | 291 |
| -10 | -8 | 1 | 0.1378% | $41.5 | 2.8 | 63.0% | 73 |
| -7 | -4 | -2 | 0.0627% | $16.6 | 2.8 | 59.5% | 220 |
| -9 | -7 | -1 | 0.0537% | $29.3 | 2.8 | 62.8% | 218 |
| -10 | -8 | -1 | 0.0892% | $34.8 | 2.7 | 60.7% | 145 |
| -10 | -9 | -5 | 0.0596% | $17.8 | 2.7 | 56.6% | 145 |
| -9 | -4 | -1 | 0.0938% | $22.9 | 2.7 | 60.3% | 219 |
| -9 | -8 | -1 | 0.0165% | $29.2 | 2.7 | 58.5% | 289 |
| -10 | -8 | -2 | 0.0892% | $24.6 | 2.7 | 61.4% | 145 |
| -10 | -4 | -2 | 0.1677% | $17.1 | 2.6 | 56.8% | 146 |
| -10 | -8 | 9 | 0.1378% | $37.9 | 2.6 | 66.1% | 62 |
| -9 | -8 | -2 | 0.0165% | $21.9 | 2.6 | 59.9% | 289 |
| -10 | -3 | -2 | 0.2014% | $12.9 | 2.6 | 58.2% | 146 |
| -10 | -5 | -2 | 0.0849% | $18.9 | 2.6 | 57.3% | 218 |
| -10 | -8 | 5 | 0.0892% | $33.7 | 2.5 | 60.3% | 136 |
| -10 | -4 | -1 | 0.0976% | $23.4 | 2.5 | 61.9% | 218 |
| -10 | -8 | -1 | 0.1378% | $37.3 | 2.5 | 61.6% | 73 |
| -7 | -3 | -2 | 0.2349% | $12.3 | 2.5 | 58.1% | 74 |
| -10 | -9 | -2 | 0.1070% | $24.2 | 2.5 | 55.6% | 72 |
| -10 | -8 | 0 | 0.0892% | $31.7 | 2.4 | 60.0% | 145 |
| -10 | -6 | -2 | 0.1288% | $18.0 | 2.4 | 61.0% | 146 |
| -10 | -8 | 2 | 0.0892% | $33.2 | 2.4 | 62.9% | 140 |
| -8 | -3 | -2 | 0.0569% | $10.6 | 2.4 | 57.1% | 294 |
| -9 | -7 | -2 | 0.0537% | $18.8 | 2.4 | 59.6% | 218 |
| -10 | -8 | 0 | 0.1378% | $34.9 | 2.4 | 61.6% | 73 |
| -10 | -8 | 1 | 0.0892% | $31.5 | 2.4 | 61.1% | 144 |
| -10 | -8 | 4 | 0.0892% | $32.6 | 2.4 | 63.2% | 136 |
| -8 | -4 | -1 | 0.0709% | $19.4 | 2.4 | 59.4% | 219 |
| -9 | -6 | -1 | 0.1045% | $22.9 | 2.3 | 56.6% | 145 |
| -10 | -8 | 8 | 0.0892% | $33.9 | 2.3 | 66.7% | 126 |
| -9 | -6 | -1 | 0.0279% | $21.1 | 2.3 | 59.0% | 290 |
| -10 | -9 | 0 | 0.1070% | $31.3 | 2.3 | 56.3% | 71 |
| -9 | -5 | -1 | 0.0435% | $19.8 | 2.3 | 55.1% | 292 |
| -10 | -8 | -7 | 0.0498% | $7.3 | 2.3 | 55.1% | 216 |
| -9 | -8 | 1 | 0.0165% | $25.5 | 2.3 | 56.4% | 282 |
| -9 | -7 | -1 | 0.0219% | $22.6 | 2.3 | 58.6% | 290 |
| -9 | -8 | 2 | 0.0165% | $25.8 | 2.2 | 57.7% | 279 |
| -9 | -8 | 0 | 0.0165% | $24.5 | 2.2 | 59.0% | 288 |
| -10 | -6 | 0 | 0.1288% | $22.3 | 2.2 | 56.6% | 145 |
| -10 | -8 | 10 | 0.1378% | $31.8 | 2.2 | 64.5% | 62 |
| -9 | -8 | -2 | 0.0338% | $19.3 | 2.2 | 57.8% | 218 |
| -7 | -4 | -2 | 0.1020% | $14.3 | 2.2 | 59.9% | 147 |
| -8 | -4 | -2 | 0.0341% | $13.1 | 2.2 | 57.7% | 291 |
| -10 | -3 | -2 | 0.1301% | $10.6 | 2.2 | 56.2% | 219 |
| -10 | -5 | -1 | 0.0849% | $22.2 | 2.2 | 57.3% | 218 |
| -9 | -5 | -1 | 0.0757% | $19.7 | 2.2 | 56.6% | 219 |
| -10 | -9 | -5 | 0.1070% | $15.2 | 2.2 | 57.5% | 73 |
| -10 | -5 | -2 | 0.0395% | $15.1 | 2.1 | 55.3% | 291 |
| -10 | -4 | -1 | 0.0383% | $18.5 | 2.1 | 60.1% | 291 |
| -9 | -7 | 0 | 0.0537% | $21.8 | 2.1 | 61.0% | 218 |
| -10 | -8 | -2 | 0.0498% | $18.7 | 2.1 | 59.4% | 217 |
| -10 | -8 | 3 | 0.0892% | $29.3 | 2.1 | 59.6% | 136 |
| -10 | -9 | -1 | 0.0596% | $27.5 | 2.1 | 56.2% | 144 |
| -10 | -6 | -1 | 0.0764% | $20.5 | 2.0 | 58.1% | 217 |
| -9 | -8 | -1 | 0.0338% | $23.9 | 2.0 | 56.4% | 218 |
| -7 | -3 | -2 | 0.0856% | $9.0 | 2.0 | 57.3% | 220 |
| -7 | -4 | -1 | 0.0627% | $15.7 | 2.0 | 57.7% | 220 |
| -10 | -9 | -3 | 0.0596% | $16.6 | 2.0 | 55.2% | 145 |
| Momentum Entry | Momentum Exit | PnL Exit | Threshold | Avg Pnl | Sharpe | Win % | Count Trades |
|---|---|---|---|---|---|---|---|
| -9 | -8 | -3 | -0.1012% | $40.3 | 5.3 | 62.5% | 80 |
| -9 | -8 | -4 | -0.1012% | $33.9 | 5.0 | 58.8% | 80 |
| -10 | -8 | -3 | -0.1367% | $34.1 | 4.4 | 56.2% | 80 |
| -9 | -8 | -2 | -0.1012% | $45.4 | 4.0 | 56.2% | 80 |
| -10 | -8 | -4 | -0.1367% | $23.9 | 3.6 | 61.3% | 80 |
| -9 | -8 | 10 | -0.1012% | $59.8 | 3.5 | 57.5% | 80 |
| -9 | -8 | 9 | -0.1012% | $58.1 | 3.5 | 56.2% | 80 |
| -9 | -8 | 8 | -0.1012% | $57.2 | 3.5 | 58.2% | 79 |
| -9 | -8 | 7 | -0.1012% | $51.9 | 3.2 | 58.8% | 80 |
| -9 | -8 | 5 | -0.1012% | $48.1 | 3.2 | 56.2% | 80 |
| -10 | -9 | -2 | 0.0650% | $31.3 | 3.2 | 56.2% | 160 |
| -9 | -8 | 6 | -0.1012% | $49.9 | 3.1 | 56.2% | 80 |
| -9 | -7 | -3 | -0.1288% | $21.3 | 3.0 | 60.0% | 80 |
| -5 | -4 | -3 | -0.1303% | $13.4 | 2.8 | 56.2% | 80 |
| -9 | -7 | 10 | -0.1288% | $44.8 | 2.6 | 58.8% | 80 |
| -9 | -7 | 9 | -0.1288% | $41.4 | 2.5 | 60.0% | 80 |
| -10 | -4 | -3 | -0.2370% | $10.0 | 2.4 | 56.2% | 80 |
| -10 | -7 | -1 | 0.1074% | $28.4 | 2.3 | 58.1% | 160 |
| -10 | -8 | -2 | 0.0499% | $22.0 | 2.3 | 55.4% | 240 |
| -9 | -7 | 8 | -0.1288% | $39.0 | 2.3 | 57.0% | 79 |
| -9 | -7 | -3 | -0.0695% | $15.8 | 2.3 | 56.0% | 159 |
| -10 | -7 | -3 | -0.0941% | $14.9 | 2.2 | 55.6% | 160 |
| -3 | -2 | -1 | 0.1080% | $15.5 | 2.2 | 58.8% | 160 |
| -10 | -7 | 1 | 0.1074% | $25.5 | 2.1 | 56.9% | 160 |
| -10 | -7 | 2 | 0.1074% | $27.0 | 2.1 | 58.8% | 160 |
| -9 | -7 | -1 | -0.1288% | $27.0 | 2.0 | 56.2% | 80 |
| -10 | -4 | -2 | 0.0894% | $12.4 | 2.0 | 55.8% | 240 |
| Momentum Entry | Momentum Exit | PnL Exit | Threshold | Avg Pnl | Sharpe | Win % | Count Trades |
|---|---|---|---|---|---|---|---|
| -10 | -9 | 8 | 0.0874% | $44.9 | 4.4 | 55.4% | 83 |
| -10 | -9 | 9 | 0.0874% | $47.9 | 4.4 | 57.3% | 82 |
| -10 | -8 | 8 | 0.1354% | $39.5 | 4.2 | 55.4% | 83 |
| -10 | -9 | 7 | 0.0874% | $41.3 | 4.1 | 57.8% | 83 |
| -10 | -8 | -4 | -0.1432% | $26.5 | 3.9 | 56.6% | 83 |
| -10 | -9 | 6 | 0.0874% | $38.9 | 3.8 | 56.6% | 83 |
| -10 | -9 | 7 | 0.0621% | $38.1 | 3.6 | 57.8% | 166 |
| -10 | -9 | 4 | 0.0874% | $36.1 | 3.6 | 55.4% | 83 |
| -10 | -9 | 8 | 0.0621% | $37.6 | 3.4 | 55.2% | 165 |
| -10 | -9 | 6 | 0.0621% | $33.4 | 3.2 | 55.4% | 166 |
| -6 | -5 | -1 | 0.1040% | $18.1 | 3.0 | 57.8% | 83 |
| -9 | -6 | -5 | -0.1747% | $12.3 | 3.0 | 56.6% | 83 |
| -7 | -5 | -1 | 0.1352% | $15.4 | 2.6 | 55.4% | 83 |
| -10 | -9 | -4 | -0.1103% | $17.8 | 2.6 | 56.6% | 83 |
| -10 | -9 | -3 | -0.1103% | $18.7 | 2.4 | 55.4% | 83 |
| Momentum Entry | Momentum Exit | PnL Exit | Threshold | Avg Pnl | Sharpe | Win % | Count Trades |
|---|---|---|---|---|---|---|---|
| -5 | -4 | 6 | -0.0986% | $106.1 | 6.6 | 58.8% | 34 |
| -9 | -4 | -2 | 0.2159% | $44.7 | 6.1 | 63.5% | 52 |
| -10 | -7 | 7 | -0.1542% | $90.2 | 6.0 | 61.8% | 34 |
| -10 | -7 | -1 | -0.1542% | $66.5 | 5.4 | 61.5% | 52 |
| -10 | -6 | 7 | -0.1693% | $82.4 | 5.1 | 55.2% | 29 |
| -5 | -4 | 8 | -0.0986% | $76.1 | 5.1 | 61.1% | 36 |
| -9 | -6 | -2 | 0.1603% | $45.8 | 4.8 | 62.0% | 50 |
| -10 | -9 | 8 | -0.1074% | $64.8 | 4.8 | 64.0% | 25 |
| -9 | -6 | -1 | 0.1603% | $56.7 | 4.7 | 65.4% | 52 |
| -10 | -8 | 6 | -0.1237% | $66.6 | 4.7 | 56.7% | 30 |
| -9 | -6 | 9 | 0.1603% | $68.4 | 4.5 | 61.1% | 36 |
| -10 | -8 | -1 | -0.1237% | $56.3 | 4.5 | 65.4% | 52 |
| -9 | -6 | 5 | 0.1603% | $66.3 | 4.5 | 58.3% | 36 |
| -9 | -8 | 6 | -0.0533% | $68.2 | 4.5 | 64.9% | 57 |
| -10 | -6 | 9 | 0.1700% | $65.2 | 4.4 | 61.8% | 34 |
| -7 | -6 | 3 | 0.0813% | $59.3 | 4.4 | 59.5% | 37 |
| -9 | -6 | 10 | 0.1603% | $62.4 | 4.2 | 61.1% | 36 |
| -9 | -6 | 2 | 0.1603% | $59.6 | 4.2 | 61.1% | 36 |
| -10 | -8 | 8 | -0.0432% | $57.1 | 4.1 | 57.3% | 89 |
| -10 | -4 | -2 | -0.2125% | $39.9 | 4.1 | 58.2% | 55 |
| -9 | -5 | 9 | 0.1952% | $66.3 | 4.1 | 55.6% | 36 |
| -10 | -9 | 7 | 0.0909% | $78.9 | 4.1 | 69.0% | 29 |
| -9 | -6 | 6 | 0.1603% | $63.8 | 4.1 | 58.1% | 31 |
| -10 | -5 | 9 | 0.1974% | $64.6 | 4.0 | 55.9% | 34 |
| -10 | -8 | 8 | -0.0812% | $57.3 | 4.0 | 56.1% | 57 |
| -10 | -8 | -1 | -0.0812% | $49.2 | 4.0 | 61.2% | 98 |
| -10 | -6 | 10 | 0.1700% | $58.4 | 3.9 | 58.8% | 34 |
| -9 | -6 | 7 | 0.1603% | $56.1 | 3.9 | 56.8% | 37 |
| -10 | -9 | 8 | -0.0361% | $56.7 | 3.8 | 58.0% | 88 |
| -10 | -7 | 8 | -0.1542% | $58.0 | 3.8 | 64.5% | 31 |
| -10 | -8 | 7 | -0.0812% | $51.5 | 3.8 | 56.7% | 60 |
| -9 | -8 | 6 | -0.0878% | $60.8 | 3.8 | 58.6% | 29 |
| -10 | -7 | 0 | -0.1542% | $45.2 | 3.7 | 60.4% | 48 |
| -6 | -4 | -2 | -0.1292% | $34.5 | 3.6 | 57.4% | 54 |
| -9 | -4 | 3 | 0.2159% | $42.0 | 3.6 | 61.0% | 41 |
| -10 | -4 | -1 | -0.2125% | $47.1 | 3.6 | 63.6% | 55 |
| -9 | -5 | 1 | 0.1952% | $48.5 | 3.6 | 56.8% | 37 |
| -10 | -9 | 2 | 0.0138% | $49.5 | 3.5 | 57.0% | 158 |
| -10 | -5 | 10 | 0.1974% | $57.4 | 3.5 | 55.9% | 34 |
| -10 | -9 | 6 | -0.0361% | $53.7 | 3.5 | 56.2% | 89 |
| -10 | -7 | 6 | -0.1542% | $48.1 | 3.5 | 57.6% | 33 |
| -10 | -3 | -2 | -0.2648% | $26.6 | 3.5 | 56.4% | 55 |
| -10 | -9 | 3 | 0.0909% | $61.1 | 3.4 | 55.9% | 34 |
| -5 | -4 | 7 | -0.0986% | $41.3 | 3.4 | 55.6% | 36 |
| -10 | -9 | -3 | 0.0295% | $34.0 | 3.4 | 60.1% | 148 |
| -10 | -8 | 0 | -0.1237% | $47.0 | 3.4 | 60.4% | 48 |
| -10 | -9 | 10 | 0.0138% | $56.1 | 3.4 | 57.6% | 118 |
| -10 | -9 | 9 | 0.0138% | $56.1 | 3.3 | 58.5% | 118 |
| -9 | -4 | -2 | 0.1432% | $22.8 | 3.2 | 56.3% | 103 |
| -10 | -5 | -1 | -0.1983% | $44.4 | 3.2 | 61.5% | 52 |
| -9 | -4 | -3 | 0.2159% | $16.1 | 3.2 | 63.0% | 54 |
| -9 | -6 | 0 | 0.1603% | $39.9 | 3.2 | 58.7% | 46 |
| -10 | -9 | 5 | 0.0138% | $45.4 | 3.2 | 55.2% | 134 |
| -10 | -9 | 7 | 0.0138% | $49.3 | 3.2 | 59.5% | 126 |
| -9 | -6 | -3 | 0.1603% | $24.3 | 3.2 | 60.4% | 53 |
| -6 | -4 | 6 | -0.1292% | $44.9 | 3.2 | 55.2% | 29 |
| -10 | -9 | 2 | 0.0909% | $58.0 | 3.1 | 60.5% | 38 |
| -10 | -9 | 8 | -0.0630% | $45.9 | 3.1 | 58.9% | 56 |
| -10 | -8 | 0 | -0.0812% | $38.9 | 3.1 | 57.9% | 95 |
| -10 | -4 | -3 | -0.2125% | $15.0 | 3.1 | 56.4% | 55 |
| -6 | -3 | -1 | -0.1692% | $34.1 | 3.1 | 57.9% | 57 |
| -10 | -9 | 4 | 0.0138% | $40.2 | 3.1 | 58.0% | 131 |
| -10 | -9 | 10 | -0.0361% | $44.8 | 3.1 | 57.7% | 97 |
| -3 | -2 | -1 | -0.0866% | $24.4 | 3.1 | 56.0% | 125 |
| -9 | -8 | 0 | -0.0533% | $42.4 | 3.1 | 59.8% | 97 |
| -10 | -9 | -1 | -0.1074% | $46.7 | 3.1 | 60.0% | 50 |
| -9 | -8 | 7 | -0.0533% | $42.3 | 3.1 | 57.1% | 63 |
| -9 | -4 | 5 | 0.2159% | $42.3 | 3.0 | 60.6% | 33 |
| -10 | -9 | 3 | 0.0138% | $40.6 | 3.0 | 55.4% | 148 |
| -10 | -9 | 7 | 0.0507% | $48.2 | 3.0 | 62.1% | 66 |
| -7 | -2 | -1 | -0.2619% | $29.2 | 3.0 | 59.6% | 57 |
| -10 | -4 | 8 | -0.2125% | $40.6 | 3.0 | 58.1% | 31 |
| -9 | -8 | -1 | -0.0533% | $40.1 | 3.0 | 59.6% | 99 |
| -10 | -9 | -2 | 0.0295% | $33.1 | 3.0 | 55.3% | 150 |
| -10 | -9 | 9 | -0.0361% | $42.3 | 3.0 | 58.8% | 97 |
| -10 | -6 | 2 | 0.1046% | $36.7 | 3.0 | 60.5% | 81 |
| -10 | -7 | 5 | -0.1542% | $40.8 | 2.9 | 56.8% | 37 |
| -10 | -4 | -2 | 0.0908% | $19.6 | 2.9 | 59.2% | 157 |
| -10 | -9 | 5 | -0.0361% | $40.6 | 2.8 | 57.6% | 99 |
| -9 | -5 | -2 | 0.1150% | $24.9 | 2.8 | 57.8% | 102 |
| -10 | -5 | 5 | -0.1983% | $45.4 | 2.8 | 56.2% | 32 |
| -10 | -4 | 0 | -0.2125% | $34.7 | 2.8 | 60.0% | 50 |
| -9 | -6 | -2 | 0.0906% | $24.8 | 2.8 | 59.4% | 101 |
| -3 | -2 | -1 | -0.0546% | $20.2 | 2.8 | 55.7% | 185 |
| -10 | -9 | 1 | 0.0138% | $37.2 | 2.8 | 58.5% | 164 |
| -10 | -8 | 6 | -0.0812% | $38.3 | 2.8 | 57.1% | 63 |
| -10 | -9 | 1 | 0.0909% | $45.7 | 2.7 | 59.0% | 39 |
| -7 | -4 | 3 | 0.1663% | $40.4 | 2.7 | 56.8% | 37 |
| -9 | -4 | -2 | 0.0828% | $17.9 | 2.7 | 56.4% | 156 |
| -10 | -9 | 9 | 0.0295% | $45.9 | 2.7 | 58.0% | 88 |
| -8 | -4 | -3 | 0.1883% | $14.4 | 2.7 | 65.5% | 55 |
| -10 | -9 | -5 | 0.0909% | $23.1 | 2.7 | 61.2% | 49 |
| -10 | -5 | 7 | -0.1983% | $48.7 | 2.7 | 56.7% | 30 |
| -10 | -8 | 10 | -0.0432% | $37.8 | 2.6 | 56.0% | 91 |
| -9 | -4 | -3 | 0.1432% | $11.4 | 2.6 | 59.3% | 108 |
| -10 | -9 | -5 | 0.0295% | $20.4 | 2.6 | 58.2% | 146 |
| -10 | -9 | 7 | -0.0630% | $39.9 | 2.6 | 55.6% | 63 |
| -10 | -4 | 7 | 0.1490% | $35.9 | 2.6 | 57.1% | 63 |
| -10 | -9 | 10 | 0.0295% | $43.8 | 2.6 | 58.0% | 88 |
| -7 | -5 | 2 | 0.1395% | $37.3 | 2.6 | 61.1% | 36 |
| -10 | -9 | -3 | 0.0138% | $24.9 | 2.6 | 58.8% | 199 |
| -9 | -4 | -3 | -0.1825% | $17.7 | 2.6 | 57.4% | 54 |
| -10 | -6 | 2 | 0.1700% | $33.2 | 2.5 | 55.3% | 38 |
| -8 | -2 | -1 | -0.2660% | $24.1 | 2.5 | 56.4% | 55 |
| -10 | -9 | -1 | 0.0138% | $34.1 | 2.5 | 59.0% | 200 |
| -10 | -9 | 0 | -0.1074% | $37.3 | 2.5 | 58.3% | 48 |
| -10 | -8 | 9 | -0.0432% | $35.6 | 2.5 | 56.0% | 91 |
| -10 | -8 | 5 | -0.0432% | $33.0 | 2.5 | 55.1% | 107 |
| -10 | -8 | 5 | -0.0812% | $34.7 | 2.5 | 56.5% | 69 |
| -7 | -4 | 5 | 0.1663% | $41.1 | 2.5 | 63.9% | 36 |
| -10 | -8 | -1 | -0.0432% | $29.7 | 2.5 | 57.1% | 147 |
| -10 | -6 | -1 | 0.1046% | $27.8 | 2.4 | 61.9% | 105 |
| -10 | -5 | 0 | -0.1983% | $31.5 | 2.4 | 58.0% | 50 |
| -10 | -9 | -4 | 0.0295% | $19.9 | 2.4 | 56.5% | 147 |
| -10 | -9 | -1 | 0.0295% | $34.5 | 2.4 | 59.3% | 150 |
| -7 | -6 | 5 | 0.0813% | $39.6 | 2.4 | 57.5% | 40 |
| -9 | -7 | -2 | 0.1386% | $26.2 | 2.4 | 56.2% | 48 |
| -10 | -9 | 6 | 0.0138% | $36.8 | 2.4 | 56.5% | 124 |
| -10 | -8 | -2 | -0.0812% | $27.9 | 2.4 | 55.1% | 98 |
| -10 | -8 | 9 | 0.0190% | $38.1 | 2.4 | 57.0% | 121 |
| -9 | -6 | -1 | 0.0906% | $26.1 | 2.3 | 58.8% | 102 |
| -10 | -9 | 4 | 0.0295% | $31.1 | 2.3 | 57.3% | 96 |
| -9 | -5 | 2 | 0.1952% | $35.1 | 2.3 | 58.3% | 36 |
| -10 | -9 | 9 | -0.0630% | $35.7 | 2.3 | 55.6% | 63 |
| -7 | -4 | -3 | 0.1663% | $10.7 | 2.3 | 55.4% | 56 |
| -10 | -4 | -2 | -0.1340% | $20.9 | 2.3 | 57.9% | 107 |
| -6 | -4 | 5 | 0.1424% | $34.5 | 2.3 | 55.9% | 34 |
| -9 | -6 | -5 | 0.1603% | $10.1 | 2.3 | 60.8% | 51 |
| -10 | -7 | -6 | -0.1542% | $13.5 | 2.3 | 56.0% | 50 |
| -10 | -6 | 0 | -0.1693% | $31.5 | 2.3 | 55.1% | 49 |
| -10 | -6 | 1 | 0.1046% | $28.9 | 2.3 | 60.0% | 80 |
| -9 | -5 | -2 | 0.1952% | $22.6 | 2.3 | 59.6% | 52 |
| -10 | -9 | -3 | 0.0507% | $24.0 | 2.3 | 56.4% | 101 |
| -9 | -6 | -3 | 0.0906% | $16.8 | 2.2 | 57.5% | 106 |
| -4 | -2 | -1 | -0.1862% | $21.9 | 2.2 | 55.7% | 61 |
| -10 | -8 | 10 | 0.0190% | $36.0 | 2.2 | 56.2% | 121 |
| -10 | -9 | 2 | 0.0507% | $33.7 | 2.2 | 56.2% | 80 |
| -10 | -4 | -3 | 0.1490% | $10.8 | 2.2 | 58.3% | 108 |
| -10 | -9 | -6 | 0.0295% | $14.1 | 2.2 | 61.0% | 146 |
| -10 | -8 | -2 | -0.1237% | $26.4 | 2.2 | 55.8% | 52 |
| -10 | -9 | 7 | 0.0295% | $34.0 | 2.2 | 57.4% | 94 |
| -9 | -4 | 0 | 0.2159% | $23.1 | 2.2 | 55.1% | 49 |
| -10 | -6 | -3 | 0.1046% | $16.2 | 2.2 | 58.1% | 105 |
| -10 | -5 | 6 | -0.1983% | $37.5 | 2.2 | 58.6% | 29 |
| -10 | -9 | 5 | -0.1074% | $30.1 | 2.2 | 62.5% | 32 |
| -9 | -4 | -3 | 0.0828% | $9.0 | 2.1 | 56.9% | 160 |
| -10 | -9 | 5 | -0.0630% | $30.5 | 2.1 | 59.1% | 66 |
| -10 | -5 | -2 | 0.1974% | $19.4 | 2.1 | 58.8% | 51 |
| -10 | -9 | 9 | 0.0909% | $48.4 | 2.1 | 57.1% | 28 |
| -10 | -6 | 6 | -0.1693% | $34.4 | 2.1 | 60.0% | 30 |
| -10 | -9 | 10 | 0.0507% | $39.8 | 2.1 | 55.4% | 56 |
| -8 | -6 | -3 | 0.0194% | $14.8 | 2.1 | 57.7% | 208 |
| -10 | -4 | -3 | 0.0908% | $9.0 | 2.1 | 57.4% | 162 |
| -10 | -6 | 7 | 0.1046% | $27.8 | 2.0 | 55.1% | 69 |
| -7 | -6 | 2 | 0.0141% | $23.2 | 2.0 | 57.4% | 162 |
| -4 | -3 | 10 | -0.0353% | $28.1 | 2.0 | 56.3% | 103 |
| -4 | -3 | 9 | -0.0353% | $27.9 | 2.0 | 55.3% | 103 |
| Momentum Entry | Momentum Exit | PnL Exit | Threshold | Avg Pnl | Sharpe | Win % | Count Trades |
|---|---|---|---|---|---|---|---|
| -9 | -2 | 8 | -0.3248% | $115.6 | 8.2 | 67.7% | 31 |
| -8 | -2 | 8 | -0.3136% | $110.1 | 8.1 | 68.8% | 32 |
| -10 | -9 | 6 | 0.0916% | $143.9 | 7.8 | 66.7% | 30 |
| -7 | -2 | 8 | -0.2889% | $100.9 | 7.3 | 66.7% | 33 |
| -10 | -5 | 8 | -0.2467% | $129.7 | 7.2 | 77.8% | 27 |
| -7 | -5 | 8 | -0.1485% | $116.3 | 7.1 | 72.7% | 33 |
| -7 | -5 | 8 | -0.0929% | $116.9 | 6.9 | 69.1% | 55 |
| -7 | -6 | 6 | 0.1116% | $106.0 | 6.7 | 70.0% | 30 |
| -7 | -3 | 8 | -0.2342% | $103.5 | 6.7 | 58.8% | 34 |
| -8 | -6 | -2 | 0.1482% | $62.5 | 6.7 | 64.4% | 45 |
| -7 | -6 | 2 | 0.1116% | $86.9 | 6.6 | 65.7% | 35 |
| -10 | -6 | 8 | 0.2047% | $75.1 | 6.5 | 65.4% | 26 |
| -10 | -6 | 8 | -0.1270% | $120.2 | 6.5 | 62.3% | 53 |
| -9 | -8 | 8 | -0.1077% | $128.3 | 6.4 | 65.5% | 29 |
| -10 | -2 | 8 | -0.3680% | $80.5 | 6.4 | 62.5% | 32 |
| -10 | -9 | -3 | 0.0916% | $63.9 | 6.2 | 56.2% | 48 |
| -7 | -6 | 2 | 0.0749% | $71.8 | 6.0 | 61.2% | 67 |
| -8 | -4 | -2 | 0.2479% | $49.3 | 6.0 | 68.0% | 50 |
| -5 | -3 | 8 | -0.1803% | $90.2 | 5.8 | 62.9% | 35 |
| -7 | -6 | 10 | 0.1116% | $76.6 | 5.8 | 64.3% | 28 |
| -7 | -6 | 5 | 0.1116% | $81.2 | 5.7 | 65.6% | 32 |
| -10 | -8 | 8 | -0.1549% | $107.8 | 5.7 | 74.1% | 27 |
| -7 | -4 | -2 | 0.1956% | $46.0 | 5.7 | 62.7% | 51 |
| -10 | -9 | 9 | -0.0411% | $109.5 | 5.7 | 62.9% | 89 |
| -7 | -6 | 10 | -0.1027% | $105.3 | 5.7 | 67.7% | 31 |
| -7 | -6 | 8 | 0.1116% | $83.4 | 5.7 | 63.0% | 27 |
| -7 | -6 | 9 | 0.1116% | $72.6 | 5.6 | 71.4% | 28 |
| -10 | -9 | 10 | -0.0411% | $108.5 | 5.6 | 62.9% | 89 |
| -9 | -8 | 8 | -0.0663% | $97.2 | 5.6 | 66.0% | 47 |
| -10 | -6 | 10 | -0.1270% | $102.5 | 5.5 | 63.6% | 66 |
| -10 | -8 | 9 | -0.1549% | $103.6 | 5.5 | 68.6% | 35 |
| -10 | -9 | 9 | -0.0711% | $114.8 | 5.5 | 63.5% | 63 |
| -7 | -6 | 9 | -0.1027% | $102.3 | 5.5 | 67.7% | 31 |
| -10 | -6 | 9 | -0.1270% | $101.6 | 5.5 | 63.6% | 66 |
| -10 | -6 | -3 | 0.2047% | $48.9 | 5.4 | 61.2% | 49 |
| -10 | -6 | 8 | -0.1938% | $111.2 | 5.4 | 65.5% | 29 |
| -7 | -6 | 7 | 0.1116% | $74.0 | 5.4 | 67.7% | 31 |
| -10 | -9 | 3 | 0.0916% | $97.1 | 5.4 | 68.6% | 35 |
| -10 | -9 | 10 | -0.0711% | $112.5 | 5.4 | 63.5% | 63 |
| -10 | -8 | 10 | -0.1549% | $101.8 | 5.3 | 68.6% | 35 |
| -10 | -9 | 1 | 0.0916% | $88.2 | 5.2 | 65.0% | 40 |
| -10 | -6 | 9 | 0.2047% | $60.9 | 5.2 | 64.3% | 28 |
| -10 | -6 | 10 | -0.0866% | $92.4 | 5.2 | 63.5% | 85 |
| -10 | -6 | 9 | -0.0866% | $92.4 | 5.2 | 63.5% | 85 |
| -9 | -6 | 8 | -0.1007% | $98.9 | 5.2 | 61.8% | 55 |
| -8 | -6 | 10 | -0.1370% | $106.2 | 5.0 | 65.6% | 32 |
| -8 | -6 | 9 | -0.1370% | $105.8 | 5.0 | 65.6% | 32 |
| -10 | -6 | 6 | 0.2047% | $62.2 | 5.0 | 60.6% | 33 |
| -9 | -8 | 10 | -0.1077% | $107.0 | 5.0 | 60.6% | 33 |
| -10 | -6 | 6 | -0.1270% | $93.4 | 5.0 | 60.0% | 60 |
| -10 | -6 | 10 | 0.2047% | $59.2 | 5.0 | 64.3% | 28 |
| -10 | -5 | 8 | -0.1490% | $97.3 | 5.0 | 63.5% | 52 |
| -10 | -3 | 8 | -0.1870% | $80.2 | 4.9 | 61.7% | 60 |
| -9 | -8 | 9 | -0.1077% | $104.5 | 4.9 | 60.6% | 33 |
| -10 | -5 | 9 | -0.1490% | $96.5 | 4.9 | 66.2% | 65 |
| -10 | -9 | -7 | 0.0916% | $29.5 | 4.9 | 66.0% | 47 |
| -10 | -6 | 7 | -0.1270% | $92.7 | 4.9 | 59.4% | 64 |
| -10 | -6 | -2 | 0.2047% | $52.5 | 4.9 | 59.2% | 49 |
| -10 | -4 | 8 | -0.1782% | $83.6 | 4.8 | 59.6% | 57 |
| -9 | -8 | 10 | -0.0663% | $91.8 | 4.8 | 64.4% | 59 |
| -9 | -8 | 9 | -0.0663% | $90.8 | 4.8 | 64.4% | 59 |
| -10 | -5 | 10 | -0.1490% | $95.0 | 4.8 | 66.2% | 65 |
| -10 | -7 | -3 | 0.2051% | $41.9 | 4.8 | 60.0% | 50 |
| -10 | -6 | 8 | -0.0866% | $87.8 | 4.7 | 62.3% | 77 |
| -7 | -5 | 9 | 0.1618% | $72.8 | 4.7 | 63.3% | 30 |
| -10 | -8 | 7 | -0.1549% | $87.1 | 4.7 | 65.7% | 35 |
| -7 | -5 | 9 | -0.0929% | $88.1 | 4.7 | 67.2% | 58 |
| -10 | -8 | 9 | -0.1041% | $91.8 | 4.7 | 63.9% | 61 |
| -7 | -5 | 10 | -0.1485% | $94.3 | 4.7 | 75.9% | 29 |
| -10 | -8 | 9 | -0.0621% | $85.9 | 4.6 | 61.6% | 86 |
| -9 | -2 | 8 | -0.1933% | $61.9 | 4.6 | 58.7% | 63 |
| -10 | -6 | -1 | 0.2047% | $56.5 | 4.6 | 60.4% | 48 |
| -10 | -4 | 8 | -0.1139% | $76.1 | 4.6 | 60.0% | 85 |
| -7 | -5 | 10 | -0.0929% | $86.5 | 4.6 | 67.2% | 58 |
| -7 | -5 | 10 | 0.1618% | $71.5 | 4.6 | 63.3% | 30 |
| -7 | -5 | 9 | -0.1485% | $91.7 | 4.6 | 75.9% | 29 |
| -10 | -6 | -2 | 0.1305% | $44.9 | 4.6 | 59.8% | 97 |
| -10 | -8 | 10 | -0.0621% | $85.3 | 4.5 | 61.6% | 86 |
| -10 | -7 | -2 | 0.2051% | $49.5 | 4.5 | 63.3% | 49 |
| -10 | -8 | 10 | -0.1041% | $89.9 | 4.5 | 63.9% | 61 |
| -10 | -9 | 5 | -0.0411% | $78.3 | 4.5 | 62.7% | 110 |
| -10 | -6 | -2 | 0.0343% | $41.6 | 4.5 | 60.4% | 192 |
| -9 | -6 | 8 | -0.0638% | $80.1 | 4.5 | 59.7% | 77 |
| -9 | -5 | 8 | -0.2043% | $96.7 | 4.5 | 70.0% | 30 |
| -10 | -9 | 0 | 0.0916% | $74.2 | 4.5 | 62.2% | 45 |
| -7 | -2 | 8 | -0.1748% | $56.2 | 4.5 | 57.8% | 64 |
| -10 | -9 | 5 | 0.0916% | $93.1 | 4.5 | 65.6% | 32 |
| -7 | -6 | -2 | 0.0749% | $44.3 | 4.5 | 61.9% | 97 |
| -7 | -6 | 4 | 0.1116% | $69.1 | 4.5 | 63.6% | 33 |
| -10 | -9 | 5 | -0.0711% | $82.9 | 4.4 | 62.7% | 75 |
| -10 | -8 | 4 | -0.1549% | $75.0 | 4.4 | 67.6% | 34 |
| -9 | -5 | 9 | -0.0766% | $83.0 | 4.4 | 65.2% | 89 |
| -10 | -9 | 4 | -0.0711% | $82.6 | 4.4 | 62.9% | 70 |
| -10 | -5 | 9 | -0.2467% | $91.8 | 4.4 | 71.1% | 38 |
| -9 | -4 | 8 | -0.0878% | $76.6 | 4.4 | 61.9% | 84 |
| -9 | -7 | -3 | 0.1665% | $35.7 | 4.4 | 57.4% | 47 |
| -10 | -2 | 8 | -0.2216% | $54.7 | 4.4 | 58.3% | 60 |
| -9 | -5 | 10 | -0.0766% | $82.3 | 4.4 | 66.3% | 89 |
| -10 | -5 | 10 | -0.2467% | $90.6 | 4.3 | 71.1% | 38 |
| -10 | -9 | -1 | 0.0916% | $68.3 | 4.3 | 59.1% | 44 |
| -10 | -8 | 6 | 0.0832% | $74.0 | 4.3 | 62.3% | 61 |
| -10 | -9 | 4 | -0.0411% | $73.2 | 4.3 | 60.0% | 100 |
| -10 | -6 | -2 | 0.0724% | $39.8 | 4.3 | 59.4% | 143 |
| -8 | -7 | -2 | 0.1149% | $43.7 | 4.2 | 58.7% | 46 |
| -8 | -6 | -2 | 0.0985% | $37.4 | 4.2 | 56.5% | 92 |
| -9 | -6 | 10 | -0.1007% | $82.1 | 4.2 | 63.1% | 65 |
| -10 | -9 | -2 | 0.0558% | $49.8 | 4.2 | 58.8% | 97 |
| -9 | -6 | 9 | -0.1007% | $81.9 | 4.2 | 61.5% | 65 |
| -8 | -4 | -1 | 0.2479% | $43.4 | 4.2 | 56.0% | 50 |
| -10 | -6 | -1 | 0.0343% | $45.9 | 4.2 | 58.0% | 193 |
| -10 | -9 | 2 | -0.0411% | $69.3 | 4.2 | 59.8% | 107 |
| -10 | -8 | -4 | -0.1549% | $32.4 | 4.2 | 55.1% | 49 |
| -9 | -5 | 8 | -0.1224% | $77.3 | 4.2 | 63.5% | 52 |
| -10 | -9 | 8 | -0.1153% | $95.9 | 4.1 | 71.0% | 31 |
| -9 | -6 | 9 | -0.0638% | $78.1 | 4.1 | 60.9% | 87 |
| -9 | -6 | 10 | -0.0638% | $78.0 | 4.1 | 62.1% | 87 |
| -10 | -5 | 7 | -0.2467% | $83.4 | 4.1 | 58.8% | 34 |
| -7 | -6 | 1 | 0.1116% | $59.7 | 4.1 | 63.6% | 44 |
| -10 | -5 | 9 | -0.0916% | $75.3 | 4.1 | 61.3% | 93 |
| -10 | -6 | 7 | -0.0866% | $74.7 | 4.1 | 61.1% | 95 |
| -3 | -2 | 10 | -0.1796% | $62.5 | 4.1 | 61.8% | 34 |
| -9 | -7 | -4 | -0.1384% | $25.6 | 4.1 | 62.5% | 48 |
| -10 | -6 | 10 | 0.1305% | $56.2 | 4.1 | 59.7% | 62 |
| -7 | -6 | 5 | 0.0749% | $55.9 | 4.0 | 58.3% | 60 |
| -10 | -6 | 9 | 0.1305% | $55.3 | 4.0 | 59.7% | 62 |
| -10 | -5 | 8 | -0.0916% | $71.5 | 4.0 | 56.2% | 80 |
| -10 | -5 | 10 | -0.0916% | $73.9 | 4.0 | 61.3% | 93 |
| -10 | -8 | 3 | 0.1351% | $59.3 | 4.0 | 59.0% | 39 |
| -10 | -9 | 0 | -0.0411% | $58.5 | 4.0 | 58.5% | 135 |
| -3 | -2 | 9 | -0.1796% | $60.8 | 4.0 | 61.8% | 34 |
| -10 | -8 | 8 | -0.1041% | $78.1 | 4.0 | 64.2% | 53 |
| -10 | -9 | 7 | -0.0711% | $85.2 | 3.9 | 63.2% | 68 |
| -10 | -6 | -3 | 0.0343% | $28.4 | 3.9 | 60.9% | 192 |
| -10 | -6 | -1 | 0.0724% | $43.5 | 3.9 | 55.9% | 143 |
| -9 | -3 | 8 | -0.1637% | $63.2 | 3.9 | 58.3% | 60 |
| -10 | -9 | 7 | -0.0411% | $76.9 | 3.9 | 60.0% | 95 |
| -9 | -7 | -2 | 0.1665% | $44.8 | 3.9 | 62.5% | 48 |
| -10 | -6 | 5 | -0.1270% | $67.1 | 3.9 | 60.6% | 71 |
| -5 | -2 | 8 | -0.1367% | $54.2 | 3.9 | 57.4% | 68 |
| -10 | -6 | 9 | -0.1938% | $78.8 | 3.9 | 60.5% | 38 |
| -10 | -9 | 2 | -0.0711% | $69.9 | 3.9 | 57.3% | 75 |
| -9 | -6 | -3 | 0.2003% | $35.3 | 3.9 | 55.1% | 49 |
| -10 | -9 | -2 | 0.0318% | $45.2 | 3.8 | 56.6% | 143 |
| -7 | -6 | 8 | -0.1027% | $75.0 | 3.8 | 57.6% | 33 |
| -10 | -9 | 8 | -0.0711% | $82.6 | 3.8 | 63.2% | 57 |
| -10 | -6 | 10 | -0.1938% | $77.3 | 3.8 | 60.5% | 38 |
| -9 | -4 | -2 | 0.1713% | $30.3 | 3.8 | 61.6% | 99 |
| -10 | -9 | 1 | -0.0411% | $62.0 | 3.8 | 59.2% | 125 |
| -10 | -9 | -4 | -0.0411% | $33.4 | 3.8 | 59.6% | 141 |
| -10 | -4 | -2 | 0.1839% | $30.7 | 3.8 | 60.2% | 98 |
| -10 | -4 | -2 | 0.1146% | $28.8 | 3.8 | 61.1% | 149 |
| -6 | -5 | 9 | -0.1081% | $59.3 | 3.8 | 66.7% | 24 |
| -10 | -6 | -3 | 0.0724% | $29.0 | 3.8 | 59.4% | 143 |
| -9 | -8 | 4 | -0.0663% | $56.5 | 3.8 | 59.4% | 64 |
| -7 | -6 | -2 | 0.1116% | $40.2 | 3.8 | 60.4% | 48 |
| -6 | -5 | 10 | -0.1081% | $60.0 | 3.7 | 66.7% | 24 |
| -10 | -2 | 6 | 0.4155% | $42.5 | 3.7 | 58.8% | 34 |
| -10 | -9 | 0 | -0.0711% | $60.1 | 3.7 | 60.9% | 92 |
| -6 | -5 | 9 | -0.0343% | $57.8 | 3.7 | 59.3% | 91 |
| -8 | -5 | -1 | 0.1918% | $46.9 | 3.7 | 60.4% | 48 |
| -10 | -6 | 7 | -0.1938% | $75.4 | 3.7 | 60.0% | 35 |
| -10 | -3 | 8 | -0.3128% | $54.9 | 3.7 | 58.1% | 31 |
| -10 | -6 | 6 | 0.1305% | $48.7 | 3.7 | 57.1% | 63 |
| -9 | -5 | 8 | -0.0766% | $68.5 | 3.6 | 59.5% | 79 |
| -10 | -7 | -3 | 0.1145% | $30.4 | 3.6 | 55.1% | 98 |
| -10 | -8 | -3 | 0.1351% | $36.1 | 3.6 | 57.1% | 49 |
| -10 | -6 | 6 | -0.0866% | $65.5 | 3.6 | 60.4% | 96 |
| -9 | -5 | 6 | 0.2351% | $63.7 | 3.6 | 62.5% | 32 |
| -10 | -9 | -3 | 0.0558% | $37.4 | 3.6 | 55.7% | 97 |
| -10 | -6 | 5 | 0.2047% | $40.0 | 3.6 | 56.7% | 30 |
| -6 | -5 | 10 | -0.0343% | $56.4 | 3.6 | 59.3% | 91 |
| -10 | -9 | -4 | -0.0711% | $34.4 | 3.5 | 55.7% | 97 |
| -9 | -4 | -2 | 0.0980% | $27.6 | 3.5 | 59.5% | 148 |
| -7 | -2 | 7 | -0.1748% | $51.3 | 3.5 | 60.8% | 74 |
| -10 | -9 | -1 | -0.0411% | $48.4 | 3.5 | 56.9% | 144 |
| -10 | -9 | -5 | 0.0916% | $30.1 | 3.5 | 57.4% | 47 |
| -8 | -4 | -2 | 0.1435% | $27.6 | 3.5 | 57.7% | 97 |
| -7 | -6 | 6 | 0.0749% | $51.5 | 3.5 | 58.7% | 63 |
| -10 | -9 | -3 | 0.0318% | $36.5 | 3.5 | 57.7% | 142 |
| -9 | -8 | 4 | -0.1077% | $62.4 | 3.5 | 61.1% | 36 |
| -9 | -6 | -2 | 0.1213% | $34.9 | 3.5 | 57.9% | 95 |
| -10 | -2 | 3 | 0.4155% | $32.8 | 3.5 | 57.9% | 38 |
| -9 | -4 | 8 | -0.1460% | $58.0 | 3.5 | 63.6% | 55 |
| -10 | -9 | 4 | 0.0916% | $60.0 | 3.5 | 64.9% | 37 |
| -9 | -5 | 9 | -0.2043% | $82.6 | 3.5 | 69.7% | 33 |
| -9 | -8 | 10 | -0.0411% | $66.4 | 3.5 | 57.8% | 83 |
| -9 | -5 | 10 | -0.2043% | $82.5 | 3.4 | 69.7% | 33 |
| -7 | -5 | 8 | -0.0578% | $58.8 | 3.4 | 56.3% | 87 |
| -10 | -8 | 2 | -0.1549% | $59.2 | 3.4 | 65.8% | 38 |
| -10 | -9 | 1 | -0.0711% | $61.2 | 3.4 | 59.8% | 87 |
| -9 | -8 | 9 | -0.0411% | $64.6 | 3.4 | 57.8% | 83 |
| -10 | -6 | -1 | 0.1305% | $40.2 | 3.4 | 57.3% | 96 |
| -10 | -9 | 4 | -0.1153% | $67.3 | 3.3 | 60.5% | 38 |
| -10 | -9 | 6 | -0.0711% | $71.3 | 3.3 | 57.8% | 64 |
| -8 | -5 | 1 | 0.1918% | $48.5 | 3.3 | 56.4% | 39 |
| -10 | -9 | -5 | 0.0318% | $26.2 | 3.3 | 60.7% | 140 |
| -10 | -8 | 3 | 0.0832% | $50.5 | 3.3 | 58.1% | 74 |
| -10 | -9 | 6 | -0.0411% | $62.4 | 3.3 | 57.0% | 100 |
| -8 | -6 | 8 | -0.1370% | $69.2 | 3.3 | 55.6% | 36 |
| -10 | -7 | -2 | 0.0676% | $33.9 | 3.3 | 55.9% | 145 |
| -9 | -6 | -3 | 0.1213% | $26.5 | 3.3 | 56.4% | 94 |
| -8 | -6 | 8 | -0.0484% | $57.9 | 3.3 | 57.1% | 84 |
| -8 | -6 | 9 | -0.0484% | $58.2 | 3.3 | 58.2% | 91 |
| -10 | -9 | -1 | 0.0318% | $44.4 | 3.3 | 57.7% | 137 |
| -10 | -7 | 0 | 0.2051% | $44.3 | 3.3 | 57.8% | 45 |
| -10 | -9 | -1 | 0.0558% | $46.6 | 3.3 | 59.1% | 93 |
| -10 | -9 | 9 | -0.1153% | $78.4 | 3.3 | 63.6% | 33 |
| -8 | -4 | 2 | 0.2479% | $40.3 | 3.3 | 55.8% | 43 |
| -8 | -7 | -1 | 0.1149% | $36.9 | 3.3 | 55.6% | 45 |
| -9 | -3 | 8 | -0.0926% | $52.7 | 3.3 | 57.6% | 92 |
| -8 | -6 | 10 | -0.0484% | $57.2 | 3.3 | 57.1% | 91 |
| -8 | -5 | -2 | 0.1918% | $35.3 | 3.2 | 68.8% | 48 |
| -7 | -5 | 6 | 0.1618% | $59.2 | 3.2 | 63.3% | 30 |
| -9 | -5 | 9 | -0.1224% | $66.6 | 3.2 | 65.0% | 60 |
| -10 | -8 | 0 | 0.1351% | $43.4 | 3.2 | 58.7% | 46 |
| -10 | -7 | -4 | -0.1815% | $25.0 | 3.2 | 60.0% | 50 |
| -10 | -6 | 8 | 0.1305% | $48.4 | 3.2 | 58.3% | 60 |
| -6 | -5 | 9 | -0.0611% | $56.0 | 3.2 | 58.2% | 55 |
| -10 | -4 | -2 | 0.0632% | $23.9 | 3.2 | 58.1% | 198 |
| -10 | -9 | -2 | 0.0142% | $37.0 | 3.2 | 56.8% | 190 |
| -9 | -5 | 10 | -0.1224% | $65.5 | 3.2 | 65.0% | 60 |
| -10 | -9 | 8 | -0.0411% | $62.0 | 3.2 | 56.5% | 85 |
| -10 | -8 | 4 | -0.1041% | $52.4 | 3.2 | 60.9% | 64 |
| -10 | -4 | -2 | 0.2705% | $27.2 | 3.2 | 62.7% | 51 |
| -10 | -8 | -3 | 0.0832% | $28.6 | 3.1 | 60.0% | 95 |
| -10 | -9 | 3 | -0.0411% | $51.9 | 3.1 | 57.9% | 107 |
| -9 | -5 | -2 | 0.2351% | $36.5 | 3.1 | 63.8% | 47 |
| -10 | -8 | 5 | -0.1549% | $57.1 | 3.1 | 60.5% | 38 |
| -9 | -5 | 9 | 0.2351% | $53.5 | 3.1 | 56.5% | 23 |
| -8 | -5 | 9 | -0.0591% | $57.4 | 3.1 | 60.0% | 90 |
| -10 | -4 | -3 | 0.1146% | $14.5 | 3.1 | 56.2% | 146 |
| -10 | -7 | 9 | -0.1815% | $55.6 | 3.1 | 64.9% | 37 |
| -10 | -6 | -3 | 0.1305% | $25.6 | 3.1 | 57.4% | 94 |
| -7 | -4 | -2 | 0.1215% | $24.5 | 3.1 | 56.6% | 99 |
| -9 | -5 | 10 | 0.2351% | $53.5 | 3.1 | 56.5% | 23 |
| -10 | -7 | 8 | 0.2051% | $48.4 | 3.1 | 59.4% | 32 |
| -10 | -9 | 0 | 0.0558% | $44.6 | 3.1 | 60.6% | 94 |
| -10 | -5 | 0 | -0.1490% | $43.8 | 3.1 | 57.0% | 93 |
| -10 | -5 | 7 | -0.1490% | $59.7 | 3.1 | 55.1% | 69 |
| -10 | -9 | 10 | -0.1153% | $73.9 | 3.1 | 63.6% | 33 |
| -9 | -4 | -2 | 0.0512% | $22.9 | 3.1 | 56.6% | 198 |
| -9 | -7 | -1 | 0.1665% | $46.0 | 3.1 | 63.6% | 44 |
| -10 | -9 | 6 | 0.0318% | $53.0 | 3.1 | 57.1% | 84 |
| -10 | -7 | 5 | 0.2051% | $51.8 | 3.1 | 59.4% | 32 |
| -10 | -8 | 4 | -0.0621% | $50.2 | 3.0 | 58.5% | 94 |
| -9 | -6 | 4 | -0.1007% | $52.3 | 3.0 | 57.6% | 66 |
| -10 | -9 | -3 | -0.0411% | $30.2 | 3.0 | 60.3% | 141 |
| -8 | -5 | 10 | -0.0591% | $55.9 | 3.0 | 60.0% | 90 |
| -10 | -9 | -3 | 0.0142% | $31.2 | 3.0 | 57.7% | 189 |
| -6 | -5 | 10 | -0.0611% | $53.6 | 3.0 | 58.2% | 55 |
| -10 | -7 | 6 | 0.0297% | $44.8 | 3.0 | 57.9% | 121 |
| -10 | -5 | -2 | 0.0497% | $26.0 | 3.0 | 58.4% | 202 |
| -9 | -8 | 3 | -0.0663% | $44.6 | 3.0 | 57.1% | 63 |
| -9 | -6 | -2 | 0.0773% | $30.2 | 3.0 | 55.9% | 143 |
| -9 | -4 | 9 | -0.0878% | $56.6 | 3.0 | 59.6% | 89 |
| -9 | -5 | -1 | 0.2351% | $38.0 | 3.0 | 63.0% | 46 |
| -8 | -6 | 5 | -0.1370% | $57.4 | 3.0 | 60.6% | 33 |
| -9 | -5 | -2 | 0.0904% | $28.4 | 3.0 | 55.2% | 145 |
| -10 | -7 | 10 | -0.1815% | $54.4 | 3.0 | 64.9% | 37 |
| -10 | -9 | -5 | -0.0411% | $22.5 | 3.0 | 59.0% | 139 |
| -9 | -7 | 10 | -0.0487% | $53.1 | 3.0 | 56.2% | 89 |
| -10 | -4 | 6 | 0.2705% | $43.2 | 3.0 | 59.4% | 32 |
| -9 | -5 | 1 | 0.2351% | $45.1 | 2.9 | 58.3% | 36 |
| -9 | -2 | 9 | -0.3248% | $53.0 | 2.9 | 59.5% | 37 |
| -7 | -6 | 3 | 0.1116% | $44.1 | 2.9 | 57.5% | 40 |
| -9 | -4 | 10 | -0.0878% | $55.7 | 2.9 | 59.6% | 89 |
| -10 | -5 | 5 | -0.2467% | $51.3 | 2.9 | 57.5% | 40 |
| -10 | -9 | -1 | -0.0711% | $44.8 | 2.9 | 56.7% | 97 |
| -10 | -9 | -5 | 0.0142% | $22.0 | 2.9 | 60.5% | 185 |
| -8 | -4 | 8 | -0.0729% | $51.6 | 2.9 | 58.9% | 95 |
| -10 | -6 | 6 | 0.0343% | $41.7 | 2.9 | 57.7% | 123 |
| -9 | -7 | 9 | -0.0487% | $51.9 | 2.9 | 57.3% | 89 |
| -4 | -2 | 10 | -0.2261% | $37.4 | 2.9 | 56.4% | 39 |
| -10 | -5 | -2 | 0.1024% | $26.8 | 2.9 | 57.0% | 151 |
| -10 | -4 | 9 | -0.1782% | $53.4 | 2.8 | 58.8% | 68 |
| -10 | -8 | 6 | 0.1351% | $52.4 | 2.8 | 61.8% | 34 |
| -9 | -2 | 10 | -0.3248% | $51.1 | 2.8 | 59.5% | 37 |
| -9 | -8 | 7 | -0.1077% | $51.8 | 2.8 | 56.2% | 32 |
| -10 | -6 | 5 | -0.0866% | $46.8 | 2.8 | 60.0% | 105 |
| -9 | -7 | 8 | -0.1384% | $55.5 | 2.8 | 59.3% | 27 |
| -8 | -5 | 8 | -0.1059% | $46.8 | 2.8 | 58.6% | 58 |
| -9 | -6 | 5 | -0.1007% | $51.1 | 2.8 | 59.4% | 64 |
| -10 | -6 | 6 | 0.0724% | $41.9 | 2.8 | 56.0% | 91 |
| -10 | -7 | -2 | 0.0297% | $27.7 | 2.8 | 56.2% | 194 |
| -4 | -2 | 9 | -0.2261% | $36.2 | 2.8 | 56.4% | 39 |
| -10 | -6 | 9 | 0.0724% | $41.8 | 2.8 | 55.1% | 89 |
| -9 | -6 | -3 | 0.0773% | $21.5 | 2.8 | 57.7% | 142 |
| -10 | -8 | 0 | -0.1549% | $40.4 | 2.8 | 56.2% | 48 |
| -10 | -8 | 1 | -0.1549% | $46.1 | 2.8 | 71.4% | 42 |
| -10 | -7 | -1 | 0.2051% | $37.7 | 2.8 | 59.6% | 47 |
| -8 | -4 | -2 | 0.0858% | $21.8 | 2.8 | 55.6% | 144 |
| -8 | -6 | 6 | -0.1370% | $57.9 | 2.8 | 59.4% | 32 |
| -10 | -7 | -1 | 0.0676% | $34.1 | 2.8 | 56.7% | 141 |
| -8 | -6 | -2 | 0.0603% | $25.9 | 2.8 | 56.1% | 139 |
| -7 | -6 | -2 | 0.0334% | $27.5 | 2.8 | 58.6% | 145 |
| -10 | -9 | -2 | -0.0411% | $35.9 | 2.8 | 56.2% | 144 |
| -10 | -6 | 1 | 0.1305% | $35.4 | 2.8 | 57.5% | 80 |
| -9 | -8 | 7 | -0.0663% | $46.6 | 2.7 | 55.2% | 58 |
| -10 | -9 | 1 | 0.0558% | $42.8 | 2.7 | 57.3% | 82 |
| -10 | -8 | 1 | 0.1351% | $42.8 | 2.7 | 59.5% | 42 |
| -7 | -6 | 9 | 0.0749% | $37.7 | 2.7 | 63.6% | 55 |
| -7 | -6 | 1 | 0.0749% | $37.2 | 2.7 | 57.0% | 86 |
| -10 | -4 | 10 | -0.1782% | $51.6 | 2.7 | 58.8% | 68 |
| -7 | -2 | 9 | -0.2889% | $48.0 | 2.7 | 57.1% | 35 |
| -10 | -7 | 8 | -0.1815% | $58.1 | 2.7 | 68.0% | 25 |
| -10 | -9 | 5 | -0.1153% | $57.3 | 2.7 | 59.5% | 37 |
| -9 | -5 | -2 | 0.0494% | $24.3 | 2.7 | 56.2% | 194 |
| -10 | -5 | -2 | 0.1544% | $25.9 | 2.7 | 59.4% | 101 |
| -10 | -8 | 5 | -0.1041% | $48.7 | 2.7 | 57.7% | 71 |
| -10 | -9 | -7 | 0.0318% | $15.7 | 2.7 | 59.4% | 138 |
| -10 | -6 | 6 | -0.1938% | $53.2 | 2.7 | 55.6% | 36 |
| -7 | -5 | 9 | -0.0578% | $49.7 | 2.7 | 60.5% | 86 |
| -7 | -6 | 8 | 0.0749% | $42.2 | 2.7 | 60.4% | 53 |
| -8 | -2 | 9 | -0.3136% | $44.5 | 2.7 | 59.0% | 39 |
| -10 | -9 | -3 | -0.0711% | $29.5 | 2.7 | 56.8% | 95 |
| -10 | -8 | 6 | -0.1549% | $53.0 | 2.7 | 63.9% | 36 |
| -5 | -2 | 5 | -0.1367% | $34.1 | 2.7 | 56.9% | 72 |
| -9 | -8 | 2 | -0.0663% | $40.6 | 2.7 | 58.9% | 73 |
| -8 | -5 | 8 | -0.0591% | $46.4 | 2.7 | 56.8% | 88 |
| -10 | -8 | 3 | 0.0434% | $39.1 | 2.7 | 57.7% | 111 |
| -9 | -6 | 8 | -0.1689% | $49.0 | 2.6 | 58.6% | 29 |
| -8 | -5 | 8 | -0.1753% | $51.2 | 2.6 | 60.7% | 28 |
| -10 | -4 | 9 | -0.1139% | $47.1 | 2.6 | 56.1% | 98 |
| -7 | -5 | 10 | -0.0578% | $48.8 | 2.6 | 60.5% | 86 |
| -10 | -8 | 5 | 0.1351% | $49.3 | 2.6 | 64.7% | 34 |
| -10 | -8 | 2 | -0.1041% | $43.3 | 2.6 | 59.7% | 72 |
| -8 | -5 | 9 | -0.1059% | $48.0 | 2.6 | 61.7% | 60 |
| -7 | -2 | 10 | -0.2889% | $45.8 | 2.6 | 57.1% | 35 |
| -10 | -9 | -1 | 0.0142% | $35.3 | 2.6 | 56.2% | 185 |
| -9 | -8 | 8 | -0.0411% | $47.2 | 2.6 | 56.0% | 75 |
| -10 | -7 | -1 | 0.1145% | $34.4 | 2.6 | 55.4% | 92 |
| -8 | -2 | 10 | -0.3136% | $42.9 | 2.6 | 59.0% | 39 |
| -10 | -8 | 6 | 0.0434% | $42.1 | 2.6 | 56.2% | 89 |
| -8 | -5 | -2 | 0.1170% | $25.0 | 2.6 | 61.1% | 95 |
| -10 | -8 | 5 | 0.0832% | $45.6 | 2.6 | 59.1% | 66 |
| -9 | -8 | 5 | -0.1077% | $48.6 | 2.6 | 55.3% | 38 |
| -10 | -6 | -2 | -0.1270% | $26.1 | 2.5 | 56.6% | 99 |
| -10 | -9 | 2 | 0.0916% | $43.2 | 2.5 | 61.1% | 36 |
| -9 | -6 | 6 | 0.1213% | $31.5 | 2.5 | 57.1% | 63 |
| -10 | -4 | 10 | -0.1139% | $45.5 | 2.5 | 56.1% | 98 |
| -10 | -9 | -2 | -0.0711% | $36.1 | 2.5 | 56.1% | 98 |
| -10 | -8 | -3 | 0.0434% | $23.1 | 2.5 | 58.9% | 141 |
| -10 | -7 | 9 | -0.1205% | $51.3 | 2.5 | 58.8% | 68 |
| -10 | -9 | 3 | 0.0318% | $39.0 | 2.5 | 60.4% | 106 |
| -9 | -5 | -2 | 0.1580% | $23.4 | 2.5 | 55.2% | 96 |
| -9 | -6 | 5 | -0.0638% | $40.9 | 2.5 | 55.8% | 95 |
| -7 | -6 | -3 | 0.0749% | $20.6 | 2.5 | 58.6% | 99 |
| -5 | -3 | 6 | -0.1803% | $39.9 | 2.5 | 55.3% | 38 |
| -10 | -7 | 10 | -0.1205% | $51.0 | 2.5 | 58.8% | 68 |
| -10 | -9 | 2 | -0.1153% | $48.7 | 2.5 | 56.8% | 37 |
| -10 | -6 | -5 | 0.2047% | $10.6 | 2.5 | 59.2% | 49 |
| -8 | -5 | 10 | -0.1059% | $45.4 | 2.4 | 61.7% | 60 |
| -9 | -7 | 10 | -0.0846% | $45.4 | 2.4 | 55.6% | 63 |
| -10 | -6 | -2 | -0.0866% | $23.9 | 2.4 | 58.7% | 143 |
| -10 | -7 | -1 | 0.0297% | $29.6 | 2.4 | 57.9% | 190 |
| -10 | -9 | 1 | 0.0318% | $35.4 | 2.4 | 55.5% | 119 |
| -7 | -2 | 9 | -0.1748% | $36.2 | 2.4 | 59.4% | 64 |
| -10 | -9 | 0 | 0.0318% | $33.1 | 2.4 | 58.8% | 136 |
| -10 | -9 | -7 | 0.0142% | $13.0 | 2.4 | 56.6% | 182 |
| -7 | -2 | 10 | -0.1748% | $36.3 | 2.4 | 59.4% | 64 |
| -9 | -7 | 9 | -0.0846% | $44.1 | 2.4 | 55.6% | 63 |
| -9 | -6 | 7 | -0.0638% | $43.1 | 2.4 | 56.8% | 88 |
| -9 | -7 | -2 | 0.0271% | $24.8 | 2.4 | 57.6% | 191 |
| -9 | -7 | -3 | 0.0271% | $19.3 | 2.4 | 55.3% | 188 |
| -10 | -2 | 9 | -0.3680% | $38.4 | 2.4 | 60.5% | 38 |
| -7 | -6 | -2 | 0.0141% | $22.6 | 2.4 | 57.7% | 194 |
| -10 | -2 | 10 | -0.1228% | $34.3 | 2.3 | 57.6% | 99 |
| -10 | -7 | 9 | -0.0746% | $43.8 | 2.3 | 58.0% | 88 |
| -10 | -2 | 9 | -0.1228% | $33.8 | 2.3 | 57.6% | 99 |
| -10 | -9 | -5 | 0.0558% | $17.8 | 2.3 | 56.4% | 94 |
| -9 | -7 | -2 | 0.0602% | $24.1 | 2.3 | 55.6% | 144 |
| -10 | -9 | 3 | -0.0711% | $41.0 | 2.3 | 56.8% | 74 |
| -10 | -8 | 8 | -0.0621% | $44.8 | 2.3 | 55.3% | 76 |
| -5 | -2 | 10 | -0.1367% | $33.8 | 2.3 | 56.2% | 73 |
| -10 | -8 | -2 | 0.0832% | $24.8 | 2.3 | 55.8% | 95 |
| -8 | -3 | 8 | -0.2351% | $41.1 | 2.3 | 55.9% | 34 |
| -10 | -8 | 2 | 0.1351% | $36.1 | 2.3 | 56.4% | 39 |
| -10 | -7 | 10 | -0.0746% | $43.1 | 2.3 | 58.0% | 88 |
| -10 | -2 | 10 | -0.3680% | $36.6 | 2.3 | 60.5% | 38 |
| -9 | -7 | 8 | -0.0487% | $42.6 | 2.3 | 55.3% | 76 |
| -9 | -6 | 7 | -0.1007% | $45.6 | 2.3 | 58.7% | 63 |
| -8 | -6 | -2 | 0.0261% | $20.8 | 2.3 | 55.7% | 185 |
| -7 | -4 | -2 | 0.0825% | $17.7 | 2.3 | 55.4% | 148 |
| -10 | -9 | -8 | -0.1153% | $12.7 | 2.3 | 57.8% | 45 |
| -10 | -4 | -3 | 0.1839% | $10.7 | 2.2 | 56.2% | 96 |
| -10 | -9 | 6 | 0.0142% | $37.3 | 2.2 | 56.0% | 116 |
| -10 | -9 | 5 | 0.0558% | $39.0 | 2.2 | 60.0% | 65 |
| -7 | -3 | 2 | 0.1560% | $23.5 | 2.2 | 61.3% | 75 |
| -10 | -9 | -4 | 0.0318% | $19.8 | 2.2 | 55.1% | 138 |
| -10 | -9 | 3 | 0.0558% | $36.0 | 2.2 | 60.8% | 74 |
| -10 | -2 | 9 | -0.2216% | $33.2 | 2.2 | 57.7% | 71 |
| -10 | -6 | 4 | -0.0866% | $35.5 | 2.2 | 56.7% | 104 |
| -8 | -3 | 2 | 0.2971% | $27.5 | 2.2 | 56.4% | 39 |
| -10 | -8 | -5 | 0.0434% | $14.8 | 2.2 | 59.0% | 139 |
| -5 | -2 | 9 | -0.1367% | $32.3 | 2.2 | 56.2% | 73 |
| -10 | -9 | 8 | 0.0916% | $46.6 | 2.2 | 59.4% | 32 |
| -10 | -6 | 5 | -0.1938% | $42.1 | 2.2 | 56.4% | 39 |
| -9 | -7 | 9 | -0.1384% | $44.8 | 2.2 | 58.8% | 34 |
| -10 | -2 | 10 | -0.2216% | $32.7 | 2.2 | 57.7% | 71 |
| -9 | -7 | 10 | -0.1384% | $45.2 | 2.2 | 58.8% | 34 |
| -10 | -6 | -2 | -0.1938% | $22.3 | 2.2 | 58.0% | 50 |
| -10 | -2 | 2 | 0.4155% | $18.2 | 2.1 | 56.1% | 41 |
| -10 | -6 | -5 | 0.0724% | $8.3 | 2.1 | 56.9% | 144 |
| -9 | -2 | 9 | -0.1933% | $34.1 | 2.1 | 58.0% | 69 |
| -8 | -4 | 9 | -0.0729% | $40.6 | 2.1 | 56.7% | 90 |
| -9 | -7 | -2 | 0.0993% | $22.3 | 2.1 | 55.8% | 95 |
| -7 | -5 | 2 | 0.1618% | $30.6 | 2.1 | 63.9% | 36 |
| -8 | -7 | 9 | -0.0637% | $35.0 | 2.1 | 60.3% | 58 |
| -9 | -7 | -1 | 0.0271% | $26.5 | 2.1 | 58.7% | 184 |
| -8 | -2 | 7 | -0.3136% | $37.5 | 2.1 | 62.2% | 37 |
| -10 | -8 | 1 | -0.1041% | $33.8 | 2.1 | 61.7% | 81 |
| -10 | -6 | 8 | 0.0343% | $30.1 | 2.1 | 57.0% | 121 |
| -9 | -2 | 10 | -0.1933% | $33.6 | 2.1 | 58.0% | 69 |
| -9 | -8 | 6 | -0.0663% | $36.6 | 2.1 | 56.1% | 57 |
| -8 | -4 | -2 | 0.0502% | $16.0 | 2.1 | 55.4% | 193 |
| -10 | -8 | 6 | -0.1041% | $40.1 | 2.1 | 56.9% | 65 |
| -10 | -9 | 4 | 0.0558% | $34.3 | 2.1 | 58.1% | 74 |
| -10 | -5 | -2 | 0.2483% | $21.4 | 2.1 | 62.7% | 51 |
| -9 | -6 | -2 | -0.1007% | $20.2 | 2.1 | 57.6% | 99 |
| -10 | -7 | 0 | -0.1815% | $27.3 | 2.1 | 60.9% | 46 |
| -10 | -4 | -3 | 0.2705% | $10.9 | 2.1 | 58.0% | 50 |
| -7 | -5 | 2 | -0.1485% | $36.4 | 2.1 | 60.5% | 38 |
| -10 | -2 | 7 | -0.2216% | $29.7 | 2.1 | 55.8% | 77 |
| -9 | -7 | -1 | 0.0602% | $25.7 | 2.0 | 56.6% | 136 |
| -8 | -4 | 10 | -0.0729% | $39.1 | 2.0 | 56.7% | 90 |
| -7 | -5 | 1 | 0.1618% | $31.3 | 2.0 | 57.1% | 42 |
| -10 | -9 | 3 | 0.0142% | $31.5 | 2.0 | 57.1% | 140 |
| -9 | -7 | -2 | -0.1384% | $22.4 | 2.0 | 57.1% | 49 |
| Momentum Entry | Momentum Exit | PnL Exit | Threshold | Avg Pnl | Sharpe | Win % | Count Trades |
|---|---|---|---|---|---|---|---|
| -10 | -9 | -7 | 0.1012% | $26.2 | 5.2 | 61.6% | 73 |
| -10 | -7 | -3 | -0.1654% | $27.2 | 4.0 | 56.6% | 76 |
| -9 | -8 | -3 | -0.0963% | $31.7 | 4.0 | 61.3% | 75 |
| -10 | -9 | -4 | 0.1012% | $29.3 | 3.6 | 59.5% | 74 |
| -10 | -9 | -7 | 0.0639% | $17.0 | 3.5 | 55.9% | 145 |
| -5 | -4 | 8 | -0.1271% | $44.4 | 3.4 | 56.1% | 66 |
| -10 | -8 | -3 | -0.1401% | $25.1 | 3.4 | 56.6% | 76 |
| -10 | -7 | 8 | -0.1654% | $50.9 | 3.3 | 61.5% | 65 |
| -9 | -8 | -4 | -0.0963% | $24.1 | 3.3 | 57.3% | 75 |
| -5 | -2 | 8 | -0.2202% | $32.9 | 3.0 | 55.6% | 72 |
| -5 | -4 | 5 | -0.1271% | $37.2 | 3.0 | 56.9% | 72 |
| -10 | -7 | -5 | 0.1908% | $20.1 | 3.0 | 56.6% | 76 |
| -10 | -9 | -3 | 0.0639% | $23.9 | 2.9 | 56.0% | 150 |
| -10 | -8 | 8 | 0.1426% | $38.8 | 2.7 | 63.8% | 69 |
| -10 | -8 | -4 | -0.1401% | $15.7 | 2.5 | 55.3% | 76 |
| -5 | -4 | 4 | -0.1271% | $31.4 | 2.5 | 56.8% | 74 |
| -5 | -2 | 10 | -0.2202% | $29.1 | 2.5 | 55.1% | 69 |
| -9 | -8 | 6 | -0.0963% | $38.4 | 2.4 | 55.1% | 69 |
| -9 | -8 | -5 | 0.0565% | $17.7 | 2.4 | 57.3% | 150 |
| -10 | -9 | 8 | -0.0394% | $33.2 | 2.3 | 58.6% | 191 |
| -10 | -9 | 4 | -0.0394% | $30.2 | 2.3 | 56.2% | 208 |
| -9 | -8 | -6 | 0.0565% | $13.9 | 2.3 | 55.1% | 147 |
| -9 | -8 | 8 | 0.1001% | $31.7 | 2.1 | 58.6% | 70 |
| -10 | -8 | -2 | 0.0485% | $21.5 | 2.1 | 55.1% | 227 |
| -10 | -9 | 6 | -0.0394% | $28.7 | 2.1 | 55.4% | 202 |
| -10 | -9 | 5 | -0.0394% | $28.2 | 2.1 | 55.8% | 199 |
| -10 | -8 | -5 | 0.0832% | $13.4 | 2.1 | 56.3% | 151 |
| -10 | -8 | 6 | -0.1401% | $30.6 | 2.1 | 55.9% | 68 |
| -9 | -3 | -2 | 0.2704% | $10.9 | 2.1 | 55.8% | 77 |
| -10 | -8 | 8 | 0.0832% | $29.5 | 2.0 | 60.9% | 138 |
| -9 | -7 | 8 | -0.1286% | $29.2 | 2.0 | 56.5% | 62 |
| Momentum Entry | Momentum Exit | PnL Exit | Threshold | Avg Pnl | Sharpe | Win % | Count Trades |
|---|---|---|---|---|---|---|---|
| -9 | -8 | -3 | -0.0945% | $39.7 | 5.1 | 61.5% | 78 |
| -9 | -8 | -4 | -0.0945% | $30.8 | 4.9 | 55.1% | 78 |
| -8 | -4 | -2 | 0.1232% | $27.5 | 4.7 | 60.3% | 156 |
| -9 | -8 | 10 | -0.0945% | $71.2 | 4.4 | 57.7% | 78 |
| -9 | -8 | 8 | -0.0945% | $68.2 | 4.4 | 56.4% | 78 |
| -10 | -4 | -2 | 0.0905% | $24.2 | 4.2 | 60.9% | 233 |
| -10 | -4 | -2 | 0.0401% | $24.0 | 4.2 | 60.1% | 311 |
| -9 | -4 | -2 | 0.1356% | $25.4 | 4.1 | 62.8% | 156 |
| -9 | -4 | -2 | 0.0447% | $22.7 | 4.1 | 60.8% | 311 |
| -9 | -8 | 9 | -0.0945% | $62.6 | 4.0 | 57.7% | 78 |
| -9 | -4 | -2 | 0.0877% | $22.3 | 3.9 | 60.5% | 233 |
| -9 | -4 | -1 | 0.0877% | $31.2 | 3.8 | 61.8% | 233 |
| -9 | -4 | -1 | 0.0447% | $29.1 | 3.7 | 61.4% | 311 |
| -8 | -4 | -1 | 0.1232% | $28.3 | 3.5 | 64.7% | 156 |
| -10 | -4 | -1 | 0.0401% | $30.7 | 3.5 | 62.7% | 311 |
| -10 | -4 | -2 | 0.1624% | $20.9 | 3.4 | 59.0% | 156 |
| -10 | -4 | -1 | 0.0905% | $28.3 | 3.2 | 63.5% | 233 |
| -10 | -4 | -1 | 0.1624% | $26.5 | 3.1 | 62.8% | 156 |
| -8 | -4 | -2 | 0.0336% | $17.7 | 3.1 | 58.8% | 311 |
| -9 | -4 | -2 | 0.2246% | $20.8 | 3.0 | 59.0% | 78 |
| -10 | -8 | -2 | 0.0487% | $25.8 | 2.9 | 62.7% | 233 |
| -9 | -4 | -1 | 0.1356% | $25.8 | 2.9 | 61.5% | 156 |
| -9 | -6 | -1 | 0.0969% | $29.1 | 2.9 | 58.3% | 156 |
| -8 | -4 | -2 | 0.0681% | $17.5 | 2.9 | 60.1% | 233 |
| -10 | -2 | -1 | 0.3579% | $17.7 | 2.8 | 61.5% | 78 |
| -8 | -4 | -2 | 0.2044% | $17.6 | 2.8 | 60.3% | 78 |
| -10 | -6 | -2 | 0.0750% | $20.4 | 2.8 | 59.2% | 233 |
| -10 | -6 | -1 | 0.0750% | $27.2 | 2.7 | 58.4% | 233 |
| -10 | -8 | -1 | 0.0487% | $31.9 | 2.7 | 59.7% | 233 |
| -8 | -3 | -2 | 0.0510% | $11.9 | 2.6 | 58.2% | 311 |
| -9 | -7 | -3 | -0.0776% | $17.6 | 2.6 | 55.1% | 156 |
| -7 | -4 | -2 | 0.0610% | $16.1 | 2.6 | 61.8% | 233 |
| -10 | -3 | -2 | 0.0545% | $11.8 | 2.6 | 57.2% | 311 |
| -10 | -8 | -1 | 0.0215% | $28.0 | 2.5 | 57.6% | 311 |
| -7 | -4 | -1 | 0.0997% | $20.6 | 2.5 | 60.3% | 156 |
| -10 | -3 | -2 | 0.1211% | $12.1 | 2.5 | 56.7% | 233 |
| -8 | -4 | -1 | 0.0336% | $20.3 | 2.5 | 60.1% | 311 |
| -9 | -3 | -2 | 0.1697% | $12.4 | 2.5 | 59.0% | 156 |
| -10 | -6 | -1 | 0.1178% | $25.4 | 2.5 | 56.4% | 156 |
| -9 | -6 | -1 | 0.0600% | $23.6 | 2.5 | 58.4% | 233 |
| -10 | -8 | -2 | 0.0215% | $21.0 | 2.5 | 60.1% | 311 |
| -10 | -6 | -1 | 0.0340% | $24.0 | 2.4 | 57.6% | 311 |
| -10 | -4 | 0 | 0.0401% | $21.6 | 2.4 | 55.6% | 311 |
| -9 | -7 | -1 | 0.0537% | $25.5 | 2.4 | 57.5% | 233 |
| -10 | -9 | -5 | 0.1012% | $16.8 | 2.4 | 59.0% | 78 |
| -8 | -3 | -1 | 0.2548% | $17.7 | 2.3 | 56.4% | 78 |
| -10 | -5 | -2 | 0.0917% | $17.6 | 2.3 | 55.8% | 233 |
| -6 | -4 | -2 | 0.0526% | $15.2 | 2.3 | 58.4% | 233 |
| -10 | -9 | -2 | 0.0633% | $22.7 | 2.3 | 55.1% | 156 |
| -10 | -3 | -1 | 0.1211% | $17.8 | 2.3 | 55.8% | 233 |
| -9 | -8 | -7 | 0.0968% | $8.5 | 2.3 | 57.7% | 78 |
| -10 | -3 | -2 | 0.1922% | $11.5 | 2.3 | 57.7% | 156 |
| -9 | -6 | -2 | 0.0969% | $16.7 | 2.3 | 57.7% | 156 |
| -10 | -5 | -2 | 0.0460% | $16.2 | 2.3 | 55.6% | 311 |
| -7 | -4 | -2 | 0.0997% | $14.7 | 2.3 | 60.3% | 156 |
| -9 | -6 | -1 | 0.1684% | $22.9 | 2.2 | 55.1% | 78 |
| -10 | -4 | -1 | 0.2578% | $21.8 | 2.2 | 65.4% | 78 |
| -8 | -4 | -1 | 0.0681% | $17.9 | 2.2 | 60.5% | 233 |
| -8 | -4 | -1 | 0.2044% | $19.6 | 2.2 | 61.5% | 78 |
| -9 | -4 | -1 | 0.2246% | $21.3 | 2.2 | 62.8% | 78 |
| -9 | -4 | -3 | 0.0447% | $7.7 | 2.2 | 56.6% | 311 |
| -9 | -7 | 10 | -0.1249% | $34.1 | 2.2 | 55.1% | 78 |
| -7 | -3 | -2 | 0.0493% | $10.0 | 2.2 | 57.2% | 311 |
| -10 | -8 | 0 | 0.0487% | $26.4 | 2.2 | 58.8% | 233 |
| -9 | -6 | -1 | 0.0316% | $19.9 | 2.2 | 56.9% | 311 |
| -8 | -6 | -1 | 0.0492% | $20.2 | 2.2 | 55.8% | 233 |
| -10 | -8 | 0 | 0.0215% | $24.0 | 2.2 | 57.6% | 311 |
| -9 | -5 | -1 | 0.2008% | $22.9 | 2.1 | 57.7% | 78 |
| -7 | -3 | -2 | 0.0861% | $10.1 | 2.1 | 58.8% | 233 |
| -10 | -6 | 0 | 0.0750% | $21.3 | 2.1 | 56.2% | 233 |
| -10 | -5 | -1 | 0.0917% | $21.9 | 2.1 | 57.1% | 233 |
| -9 | -3 | -2 | 0.0652% | $9.8 | 2.1 | 57.6% | 311 |
| -9 | -3 | -1 | 0.1081% | $15.5 | 2.1 | 55.8% | 233 |
| -10 | -7 | -1 | 0.0353% | $21.8 | 2.1 | 56.9% | 311 |
| -10 | -6 | -2 | 0.0340% | $15.9 | 2.1 | 58.2% | 311 |
| -10 | -6 | 0 | 0.0340% | $20.8 | 2.1 | 56.3% | 311 |
| -9 | -3 | -2 | 0.1081% | $9.8 | 2.1 | 57.9% | 233 |
| -8 | -3 | -2 | 0.2548% | $10.4 | 2.1 | 59.0% | 78 |
| -10 | -8 | 2 | 0.0487% | $25.6 | 2.0 | 59.2% | 233 |
| -10 | -8 | -1 | 0.0881% | $26.5 | 2.0 | 58.3% | 156 |
| -6 | -4 | -3 | 0.0877% | $8.1 | 2.0 | 55.1% | 156 |
| -10 | -8 | 3 | 0.0487% | $26.0 | 2.0 | 60.1% | 233 |
| -9 | -7 | 0 | 0.0537% | $21.5 | 2.0 | 56.7% | 233 |
| -9 | -8 | -2 | 0.0326% | $17.7 | 2.0 | 59.7% | 233 |
| -10 | -7 | -1 | 0.1774% | $27.9 | 2.0 | 55.1% | 78 |
| -10 | -3 | -1 | 0.0545% | $15.0 | 2.0 | 57.6% | 311 |
| -10 | -8 | 3 | 0.0881% | $28.1 | 2.0 | 60.9% | 156 |
| -10 | -4 | -3 | 0.0905% | $7.2 | 2.0 | 57.1% | 233 |
| Momentum Entry | Momentum Exit | PnL Exit | Threshold | Avg Pnl | Sharpe | Win % | Count Trades |
|---|---|---|---|---|---|---|---|
| -10 | -3 | -1 | -0.0706% | $41.2 | 4.9 | 62.2% | 82 |
| -10 | -6 | -1 | -0.0560% | $51.5 | 4.1 | 57.3% | 82 |
| -10 | -8 | -1 | -0.0416% | $56.6 | 3.9 | 58.5% | 82 |
| -10 | -8 | -2 | -0.0227% | $36.9 | 3.9 | 59.8% | 164 |
| -10 | -8 | -2 | -0.0416% | $47.9 | 3.8 | 61.0% | 82 |
| -10 | -8 | 0 | -0.0416% | $50.2 | 3.8 | 59.8% | 82 |
| -9 | -3 | -1 | -0.0655% | $32.2 | 3.7 | 57.3% | 82 |
| -8 | -4 | -1 | -0.0534% | $42.9 | 3.6 | 56.1% | 82 |
| -10 | -8 | 4 | -0.0416% | $48.9 | 3.5 | 58.5% | 82 |
| -10 | -8 | -4 | -0.0227% | $26.8 | 3.5 | 59.1% | 164 |
| -7 | -5 | -1 | -0.0376% | $37.9 | 3.4 | 57.3% | 82 |
| -7 | -5 | 4 | -0.0376% | $43.8 | 3.3 | 56.1% | 82 |
| -8 | -3 | -1 | -0.0533% | $27.9 | 3.2 | 56.1% | 82 |
| -10 | -8 | 5 | -0.0416% | $49.9 | 3.2 | 58.5% | 82 |
| -7 | -5 | 2 | -0.0376% | $40.9 | 3.1 | 56.1% | 82 |
| -10 | -8 | -3 | -0.0227% | $23.5 | 3.1 | 60.4% | 164 |
| -10 | -8 | -4 | -0.0416% | $31.2 | 3.0 | 56.1% | 82 |
| -10 | -7 | -1 | -0.0478% | $31.1 | 3.0 | 56.1% | 82 |
| -10 | -3 | 0 | -0.0706% | $27.4 | 2.9 | 56.1% | 82 |
| -10 | -5 | -1 | -0.0610% | $27.4 | 2.9 | 56.1% | 82 |
| -3 | -2 | 8 | 0.0260% | $35.0 | 2.8 | 67.1% | 82 |
| -10 | -8 | -2 | -0.0149% | $22.8 | 2.8 | 56.9% | 246 |
| -7 | -3 | -1 | -0.0538% | $26.5 | 2.8 | 56.1% | 82 |
| -10 | -8 | 4 | -0.0227% | $31.3 | 2.7 | 55.5% | 164 |
| -3 | -2 | 9 | 0.0260% | $34.1 | 2.6 | 63.4% | 82 |
| -10 | -8 | -3 | -0.0416% | $21.2 | 2.2 | 58.5% | 82 |
| -10 | -8 | 7 | -0.0416% | $36.8 | 2.2 | 56.1% | 82 |
| -10 | -8 | 6 | -0.0416% | $32.0 | 2.0 | 56.1% | 82 |
| Momentum Entry | Momentum Exit | PnL Exit | Threshold | Avg Pnl | Sharpe | Win % | Count Trades |
|---|---|---|---|---|---|---|---|
| -10 | -6 | 10 | -0.0711% | $23.3 | 2.6 | 55.4% | 83 |
| Momentum Entry | Momentum Exit | PnL Exit | Threshold | Avg Pnl | Sharpe | Win % | Count Trades |
|---|---|---|---|---|---|---|---|
| -10 | -8 | 8 | 0.1294% | $53.6 | 3.2 | 57.7% | 78 |
| -9 | -4 | -2 | 0.2223% | $23.9 | 3.0 | 63.7% | 80 |
| -10 | -8 | 7 | 0.0784% | $44.6 | 2.9 | 58.4% | 154 |
| -10 | -8 | 8 | 0.0784% | $44.2 | 2.9 | 56.3% | 151 |
| -10 | -8 | -2 | 0.0242% | $30.3 | 2.9 | 56.1% | 319 |
| -9 | -8 | -2 | 0.0168% | $29.6 | 2.8 | 56.7% | 319 |
| -10 | -8 | -3 | 0.0784% | $28.0 | 2.8 | 56.9% | 160 |
| -10 | -8 | -3 | 0.0443% | $25.4 | 2.8 | 57.5% | 240 |
| -10 | -8 | -2 | 0.0443% | $30.0 | 2.7 | 55.8% | 240 |
| -10 | -8 | 7 | 0.1294% | $45.7 | 2.7 | 58.4% | 77 |
| -8 | -4 | -2 | 0.1740% | $20.2 | 2.7 | 59.3% | 81 |
| -10 | -8 | 9 | 0.0784% | $42.0 | 2.6 | 57.3% | 150 |
| -10 | -8 | 5 | 0.0784% | $39.4 | 2.6 | 57.4% | 155 |
| -10 | -8 | 4 | 0.1294% | $45.6 | 2.6 | 60.8% | 79 |
| -10 | -8 | 4 | 0.0784% | $38.0 | 2.5 | 58.3% | 156 |
| -10 | -8 | -3 | 0.0242% | $21.9 | 2.5 | 57.7% | 319 |
| -10 | -8 | 3 | 0.0784% | $36.9 | 2.5 | 59.9% | 157 |
| -9 | -6 | 9 | 0.1617% | $36.5 | 2.5 | 59.2% | 76 |
| -9 | -6 | 8 | 0.1617% | $35.4 | 2.5 | 56.0% | 75 |
| -9 | -8 | -3 | 0.0168% | $21.4 | 2.4 | 56.7% | 319 |
| -10 | -9 | -2 | 0.0561% | $28.6 | 2.4 | 55.3% | 159 |
| -10 | -8 | 3 | 0.0443% | $33.1 | 2.4 | 59.1% | 237 |
| -10 | -8 | 6 | 0.0784% | $35.7 | 2.4 | 58.1% | 155 |
| -10 | -8 | -5 | 0.0784% | $21.2 | 2.4 | 59.4% | 160 |
| -10 | -8 | 5 | 0.1294% | $42.3 | 2.4 | 59.2% | 76 |
| -9 | -8 | -5 | 0.0168% | $16.6 | 2.4 | 58.4% | 317 |
| -10 | -8 | 9 | 0.1294% | $41.8 | 2.4 | 58.7% | 75 |
| -10 | -8 | -1 | 0.0443% | $30.8 | 2.3 | 59.2% | 240 |
| -10 | -8 | -5 | 0.0443% | $18.0 | 2.3 | 60.4% | 240 |
| -10 | -8 | 7 | 0.0443% | $33.2 | 2.3 | 57.1% | 233 |
| -9 | -6 | 7 | 0.1617% | $34.2 | 2.3 | 60.0% | 75 |
| -10 | -8 | 2 | 0.0784% | $33.7 | 2.3 | 55.8% | 154 |
| -10 | -8 | 10 | 0.0784% | $35.5 | 2.3 | 56.0% | 150 |
| -9 | -7 | -2 | 0.0521% | $21.7 | 2.2 | 55.0% | 238 |
| -10 | -8 | 6 | 0.1294% | $37.4 | 2.2 | 59.0% | 78 |
| -10 | -4 | -2 | 0.1007% | $16.2 | 2.2 | 57.9% | 240 |
| -10 | -8 | 1 | 0.0443% | $29.3 | 2.2 | 59.4% | 239 |
| -10 | -8 | 5 | 0.0443% | $31.6 | 2.2 | 56.8% | 234 |
| -10 | -8 | 4 | 0.0443% | $30.0 | 2.2 | 56.4% | 234 |
| -10 | -8 | -1 | 0.0242% | $27.6 | 2.2 | 58.3% | 319 |
| -10 | -8 | -1 | 0.0784% | $31.5 | 2.2 | 58.8% | 160 |
| -10 | -6 | -2 | 0.0341% | $19.5 | 2.2 | 56.2% | 320 |
| -10 | -8 | 1 | 0.0784% | $30.6 | 2.1 | 59.7% | 159 |
| -9 | -4 | -2 | 0.0487% | $15.0 | 2.1 | 55.8% | 319 |
| -10 | -8 | 3 | 0.1294% | $36.4 | 2.1 | 61.0% | 77 |
| -10 | -9 | -3 | 0.0561% | $21.1 | 2.1 | 57.2% | 159 |
| -10 | -8 | 8 | 0.0443% | $30.6 | 2.1 | 56.1% | 228 |
| -8 | -4 | -3 | 0.1740% | $10.2 | 2.1 | 56.8% | 81 |
| -10 | -6 | -2 | 0.1102% | $20.8 | 2.1 | 59.4% | 160 |
| -9 | -4 | -2 | 0.1320% | $15.7 | 2.1 | 58.1% | 160 |
| -10 | -6 | -1 | 0.1102% | $25.0 | 2.1 | 57.5% | 160 |
| -9 | -8 | -5 | 0.0347% | $15.7 | 2.1 | 56.3% | 238 |
| -10 | -9 | -3 | 0.0360% | $19.7 | 2.0 | 57.7% | 239 |
| Momentum Entry | Momentum Exit | PnL Exit | Threshold | Avg Pnl | Sharpe | Win % | Count Trades |
|---|---|---|---|---|---|---|---|
| -7 | -2 | -1 | 0.2983% | $16.7 | 4.0 | 56.2% | 80 |
| -4 | -2 | -1 | 0.2249% | $18.1 | 3.8 | 57.5% | 80 |
| -5 | -3 | -1 | -0.1910% | $20.4 | 3.5 | 61.3% | 80 |
| -5 | -3 | 1 | -0.1910% | $19.5 | 2.9 | 56.2% | 80 |
| -3 | -2 | -1 | 0.1880% | $12.9 | 2.5 | 57.5% | 80 |
| -6 | -3 | -1 | -0.2244% | $14.3 | 2.2 | 58.8% | 80 |
| Momentum Entry | Momentum Exit | PnL Exit | Threshold | Avg Pnl | Sharpe | Win % | Count Trades |
|---|---|---|---|---|---|---|---|
| -4 | -3 | 4 | -0.0777% | $47.2 | 6.3 | 64.5% | 31 |
| -4 | -3 | 7 | -0.0777% | $108.2 | 5.7 | 75.0% | 24 |
| -9 | -7 | -3 | 0.1718% | $84.3 | 5.6 | 55.8% | 52 |
| -8 | -7 | -5 | 0.1341% | $99.2 | 5.5 | 63.2% | 68 |
| -10 | -7 | -1 | 0.1886% | $86.8 | 5.5 | 61.9% | 42 |
| -10 | -9 | -4 | 0.0948% | $93.2 | 5.4 | 57.9% | 38 |
| -9 | -7 | -5 | 0.1718% | $84.8 | 5.2 | 58.5% | 65 |
| -9 | -8 | -3 | 0.1074% | $87.2 | 5.1 | 56.8% | 44 |
| -9 | -7 | -2 | 0.0940% | $70.3 | 5.0 | 59.4% | 96 |
| -9 | -7 | -4 | 0.0940% | $68.4 | 4.9 | 57.0% | 100 |
| -9 | -7 | -6 | 0.0940% | $58.5 | 4.8 | 61.4% | 140 |
| -5 | -4 | 0 | -0.1155% | $44.7 | 4.8 | 66.7% | 30 |
| -9 | -8 | -4 | 0.1074% | $78.0 | 4.5 | 55.6% | 45 |
| -9 | -7 | -5 | 0.0940% | $67.4 | 4.5 | 58.0% | 131 |
| -9 | -7 | -6 | 0.1718% | $61.4 | 4.4 | 60.0% | 70 |
| -9 | -7 | -6 | 0.0564% | $46.8 | 4.3 | 60.2% | 211 |
| -9 | -8 | -1 | 0.1074% | $80.2 | 4.3 | 57.9% | 38 |
| -9 | -7 | -4 | 0.1718% | $64.1 | 4.2 | 57.7% | 52 |
| -4 | -3 | 7 | -0.0487% | $56.5 | 4.1 | 65.4% | 52 |
| -9 | -7 | -2 | 0.1718% | $62.0 | 4.0 | 57.1% | 49 |
| -9 | -7 | -6 | 0.0300% | $41.4 | 3.8 | 58.9% | 280 |
| -9 | -8 | -4 | 0.0616% | $54.7 | 3.8 | 55.7% | 97 |
| -9 | -7 | -5 | 0.0564% | $49.7 | 3.7 | 57.9% | 197 |
| -4 | -3 | 7 | -0.0332% | $47.0 | 3.7 | 64.4% | 73 |
| -4 | -3 | 4 | -0.0487% | $23.9 | 3.7 | 58.3% | 60 |
| -8 | -7 | -4 | 0.1341% | $65.2 | 3.7 | 56.9% | 58 |
| -8 | -7 | -5 | 0.0656% | $64.2 | 3.6 | 59.7% | 134 |
| -9 | -7 | -5 | 0.0300% | $47.0 | 3.6 | 56.5% | 255 |
| -9 | -7 | -2 | 0.0564% | $46.5 | 3.5 | 58.3% | 144 |
| -10 | -7 | -4 | 0.1886% | $50.4 | 3.5 | 56.9% | 51 |
| -9 | -7 | -4 | 0.0564% | $44.0 | 3.5 | 55.8% | 154 |
| -9 | -7 | -1 | 0.1718% | $65.9 | 3.4 | 55.3% | 47 |
| -6 | -3 | -2 | -0.1797% | $24.4 | 3.2 | 55.8% | 43 |
| -8 | -7 | -6 | 0.1341% | $57.1 | 3.1 | 60.0% | 75 |
| -9 | -7 | -2 | 0.0300% | $42.7 | 3.1 | 56.0% | 191 |
| -8 | -7 | -1 | 0.0385% | $45.6 | 3.0 | 55.4% | 139 |
| -8 | -7 | -5 | 0.0385% | $46.5 | 3.0 | 57.1% | 203 |
| -5 | -3 | 0 | -0.1497% | $24.4 | 2.8 | 57.7% | 26 |
| -4 | -3 | 9 | -0.0777% | $46.6 | 2.8 | 60.0% | 30 |
| -4 | -3 | 9 | -0.0332% | $30.9 | 2.7 | 58.8% | 85 |
| -9 | -8 | -5 | 0.0616% | $42.0 | 2.7 | 55.4% | 121 |
| -4 | -3 | 10 | -0.0332% | $31.8 | 2.6 | 58.8% | 85 |
| -4 | -3 | 6 | -0.0777% | $41.0 | 2.6 | 61.5% | 26 |
| -8 | -7 | -6 | 0.0656% | $42.3 | 2.5 | 58.7% | 150 |
| -4 | -3 | 9 | -0.0487% | $31.8 | 2.5 | 58.6% | 58 |
| -4 | -3 | 10 | -0.0777% | $45.8 | 2.5 | 63.3% | 30 |
| -4 | -3 | 4 | -0.0332% | $14.5 | 2.4 | 56.5% | 92 |
| -10 | -9 | 5 | 0.0948% | $56.5 | 2.3 | 63.6% | 22 |
| -8 | -7 | -6 | 0.0385% | $33.4 | 2.3 | 58.2% | 225 |
| -10 | -3 | 7 | -0.3136% | $20.0 | 2.3 | 55.2% | 29 |
| -8 | -7 | -4 | 0.0656% | $39.3 | 2.3 | 55.0% | 109 |
| -5 | -3 | -2 | -0.1497% | $16.6 | 2.3 | 56.4% | 39 |
| -4 | -3 | 10 | -0.0487% | $30.0 | 2.2 | 60.3% | 58 |
| -10 | -7 | -5 | 0.1886% | $46.9 | 2.1 | 57.6% | 59 |
| -10 | -7 | -3 | 0.1886% | $37.2 | 2.1 | 56.0% | 50 |
| Momentum Entry | Momentum Exit | PnL Exit | Threshold | Avg Pnl | Sharpe | Win % | Count Trades |
|---|---|---|---|---|---|---|---|
| -3 | -2 | 10 | 0.0893% | $60.2 | 4.3 | 65.9% | 82 |
| -3 | -2 | 9 | 0.0893% | $62.1 | 4.3 | 58.5% | 82 |
| -3 | -2 | 8 | 0.0893% | $51.7 | 3.8 | 60.5% | 81 |
| -3 | -2 | 5 | 0.0893% | $43.8 | 3.7 | 57.0% | 79 |
| -3 | -2 | 7 | 0.0893% | $47.0 | 3.6 | 56.8% | 81 |
| -3 | -2 | 6 | 0.0893% | $45.2 | 3.5 | 63.0% | 81 |
| -3 | -2 | 3 | 0.0893% | $36.3 | 3.5 | 58.5% | 82 |
| -3 | -2 | 10 | 0.0317% | $31.6 | 2.5 | 57.6% | 236 |
| -3 | -2 | 9 | 0.0317% | $30.8 | 2.4 | 55.1% | 236 |
| -10 | -4 | -3 | 0.1430% | $12.3 | 2.1 | 59.8% | 82 |
| Momentum Entry | Momentum Exit | PnL Exit | Threshold | Avg Pnl | Sharpe | Win % | Count Trades |
|---|---|---|---|---|---|---|---|
| -10 | -9 | -2 | 0.1049% | $52.1 | 4.4 | 62.8% | 78 |
| -10 | -9 | -2 | 0.0552% | $48.6 | 4.1 | 57.7% | 156 |
| -10 | -9 | 0 | 0.1049% | $52.6 | 3.9 | 59.0% | 78 |
| -10 | -9 | -1 | 0.0552% | $52.9 | 3.9 | 59.6% | 156 |
| -10 | -8 | 8 | -0.1411% | $66.0 | 3.9 | 60.3% | 78 |
| -10 | -8 | 8 | 0.1373% | $71.0 | 3.9 | 59.2% | 76 |
| -10 | -9 | 0 | 0.0552% | $51.6 | 3.8 | 57.1% | 156 |
| -10 | -9 | -1 | 0.1049% | $50.5 | 3.8 | 61.5% | 78 |
| -10 | -8 | -4 | -0.1411% | $26.9 | 3.7 | 61.0% | 77 |
| -10 | -8 | -2 | 0.0196% | $39.1 | 3.7 | 63.8% | 312 |
| -8 | -4 | -2 | 0.1511% | $29.0 | 3.6 | 58.0% | 157 |
| -10 | -8 | 10 | -0.1411% | $59.7 | 3.6 | 60.5% | 76 |
| -10 | -9 | -2 | 0.0316% | $41.6 | 3.6 | 58.5% | 234 |
| -10 | -9 | -1 | 0.0316% | $47.2 | 3.6 | 59.8% | 234 |
| -7 | -4 | -2 | 0.1267% | $28.9 | 3.5 | 60.3% | 156 |
| -9 | -6 | -2 | -0.1483% | $37.9 | 3.5 | 63.3% | 79 |
| -9 | -8 | 8 | -0.0916% | $60.0 | 3.4 | 57.7% | 78 |
| -10 | -9 | 0 | 0.0316% | $45.2 | 3.4 | 55.6% | 234 |
| -10 | -6 | -2 | 0.0372% | $30.1 | 3.4 | 59.3% | 312 |
| -10 | -8 | 9 | 0.1373% | $64.8 | 3.4 | 63.0% | 73 |
| -9 | -4 | -2 | 0.0567% | $25.2 | 3.4 | 59.1% | 313 |
| -10 | -8 | 7 | -0.1411% | $56.1 | 3.4 | 56.4% | 78 |
| -10 | -8 | 9 | -0.1411% | $54.1 | 3.4 | 59.2% | 76 |
| -9 | -8 | 7 | -0.0916% | $54.9 | 3.3 | 55.1% | 78 |
| -8 | -4 | -2 | 0.2156% | $28.1 | 3.3 | 59.5% | 79 |
| -10 | -6 | -2 | 0.1263% | $29.4 | 3.2 | 55.8% | 156 |
| -10 | -8 | -7 | 0.0829% | $13.0 | 3.2 | 57.1% | 156 |
| -10 | -4 | -2 | 0.0967% | $25.0 | 3.2 | 58.1% | 234 |
| -10 | -8 | 7 | 0.1373% | $57.7 | 3.2 | 58.1% | 74 |
| -10 | -9 | -7 | 0.1049% | $21.6 | 3.1 | 55.1% | 78 |
| -8 | -4 | -2 | 0.0876% | $24.4 | 3.1 | 56.6% | 235 |
| -10 | -4 | -2 | 0.0516% | $23.3 | 3.1 | 58.3% | 312 |
| -10 | -8 | 1 | -0.1411% | $43.6 | 3.1 | 56.4% | 78 |
| -10 | -4 | -2 | 0.1760% | $25.5 | 3.1 | 58.3% | 156 |
| -10 | -6 | -2 | 0.0765% | $28.4 | 3.1 | 56.8% | 234 |
| -9 | -8 | -4 | -0.0916% | $25.9 | 3.1 | 58.2% | 79 |
| -10 | -8 | -7 | 0.1373% | $13.1 | 3.1 | 56.4% | 78 |
| -10 | -9 | 3 | 0.0316% | $45.2 | 3.1 | 60.0% | 230 |
| -10 | -8 | 5 | 0.1373% | $55.7 | 3.0 | 61.3% | 75 |
| -10 | -9 | -7 | 0.0552% | $17.8 | 3.0 | 55.8% | 156 |
| -10 | -3 | -2 | 0.1915% | $19.1 | 3.0 | 60.9% | 156 |
| -10 | -8 | -2 | 0.1373% | $40.3 | 3.0 | 60.3% | 78 |
| -10 | -8 | -1 | 0.0196% | $36.7 | 3.0 | 59.3% | 312 |
| -10 | -8 | 4 | 0.1373% | $51.6 | 3.0 | 61.3% | 75 |
| -10 | -8 | 4 | -0.1411% | $43.4 | 2.9 | 59.2% | 76 |
| -7 | -3 | -2 | 0.2348% | $20.2 | 2.9 | 61.5% | 78 |
| -10 | -9 | 1 | 0.0552% | $41.3 | 2.9 | 56.4% | 156 |
| -10 | -9 | 2 | 0.0552% | $43.5 | 2.9 | 58.1% | 155 |
| -9 | -7 | -3 | -0.1278% | $26.9 | 2.9 | 56.4% | 78 |
| -10 | -9 | 3 | 0.0552% | $43.8 | 2.9 | 61.3% | 155 |
| -10 | -9 | 5 | 0.0316% | $44.6 | 2.9 | 57.0% | 228 |
| -10 | -6 | -1 | 0.0372% | $31.9 | 2.9 | 59.3% | 312 |
| -10 | -9 | 9 | 0.0316% | $46.8 | 2.9 | 56.5% | 214 |
| -10 | -8 | 10 | 0.1373% | $54.4 | 2.9 | 61.6% | 73 |
| -10 | -8 | 5 | -0.1411% | $45.1 | 2.9 | 57.7% | 78 |
| -10 | -9 | 1 | 0.0316% | $39.3 | 2.8 | 55.6% | 234 |
| -10 | -7 | -2 | 0.1972% | $32.9 | 2.8 | 56.4% | 78 |
| -10 | -9 | 4 | 0.0316% | $43.3 | 2.8 | 59.2% | 228 |
| -10 | -9 | 6 | 0.0316% | $43.1 | 2.8 | 59.1% | 225 |
| -10 | -9 | 5 | 0.0552% | $46.5 | 2.8 | 57.2% | 152 |
| -10 | -9 | 7 | 0.0316% | $43.2 | 2.8 | 55.5% | 227 |
| -10 | -5 | 7 | -0.2205% | $53.9 | 2.8 | 58.4% | 77 |
| -10 | -9 | 8 | 0.0316% | $44.5 | 2.8 | 55.4% | 222 |
| -10 | -9 | 2 | 0.0316% | $39.5 | 2.7 | 56.1% | 230 |
| -10 | -7 | 9 | 0.1972% | $47.9 | 2.7 | 57.5% | 73 |
| -10 | -5 | 8 | -0.2205% | $53.6 | 2.7 | 56.4% | 78 |
| -10 | -9 | -1 | 0.0128% | $34.9 | 2.7 | 58.0% | 312 |
| -10 | -9 | 6 | 0.0552% | $44.6 | 2.7 | 59.6% | 151 |
| -10 | -9 | -2 | 0.0128% | $30.5 | 2.7 | 57.1% | 312 |
| -10 | -8 | 6 | 0.1373% | $48.0 | 2.7 | 56.0% | 75 |
| -10 | -9 | 7 | 0.0552% | $44.2 | 2.7 | 58.0% | 150 |
| -10 | -9 | 4 | 0.0552% | $42.5 | 2.7 | 59.5% | 153 |
| -10 | -8 | -2 | 0.0496% | $28.7 | 2.7 | 59.8% | 234 |
| -10 | -8 | 6 | -0.1411% | $41.9 | 2.7 | 56.0% | 75 |
| -9 | -8 | 3 | -0.0916% | $41.8 | 2.7 | 57.1% | 77 |
| -8 | -3 | -2 | 0.0660% | $15.8 | 2.6 | 56.9% | 313 |
| -10 | -6 | -1 | 0.0765% | $30.2 | 2.6 | 57.7% | 234 |
| -8 | -3 | -2 | 0.1065% | $16.1 | 2.6 | 58.3% | 235 |
| -10 | -9 | 5 | 0.1049% | $40.1 | 2.6 | 59.0% | 78 |
| -10 | -7 | 8 | 0.1972% | $43.9 | 2.6 | 58.4% | 77 |
| -10 | -9 | 10 | 0.0316% | $42.0 | 2.6 | 55.1% | 214 |
| -10 | -5 | 9 | -0.2205% | $50.0 | 2.6 | 56.0% | 75 |
| -10 | -9 | -5 | 0.1049% | $23.2 | 2.6 | 55.1% | 78 |
| -10 | -8 | -2 | 0.0829% | $30.2 | 2.6 | 60.3% | 156 |
| -10 | -9 | 4 | 0.1049% | $38.4 | 2.6 | 61.0% | 77 |
| -10 | -7 | -2 | 0.0327% | $25.2 | 2.5 | 57.9% | 311 |
| -10 | -9 | 1 | 0.1049% | $34.2 | 2.5 | 56.4% | 78 |
| -10 | -9 | 8 | 0.0552% | $43.6 | 2.5 | 56.1% | 148 |
| -10 | -7 | -1 | 0.0327% | $29.4 | 2.5 | 58.5% | 311 |
| -9 | -8 | 8 | -0.0573% | $38.4 | 2.5 | 57.6% | 151 |
| -10 | -6 | -1 | 0.1263% | $28.2 | 2.5 | 56.4% | 156 |
| -9 | -8 | -2 | 0.0375% | $28.1 | 2.5 | 58.7% | 235 |
| -10 | -7 | -3 | 0.1972% | $22.9 | 2.5 | 57.7% | 78 |
| -9 | -4 | -2 | 0.1603% | $20.2 | 2.5 | 55.4% | 157 |
| -10 | -9 | -5 | 0.0552% | $20.3 | 2.4 | 55.1% | 156 |
| -10 | -4 | -1 | 0.0967% | $25.3 | 2.4 | 55.1% | 234 |
| -7 | -6 | -1 | 0.1166% | $29.1 | 2.4 | 56.4% | 78 |
| -10 | -3 | -2 | 0.1294% | $15.0 | 2.4 | 58.1% | 234 |
| -10 | -8 | 3 | -0.1411% | $37.4 | 2.4 | 55.1% | 78 |
| -10 | -9 | 3 | 0.1049% | $35.3 | 2.4 | 62.8% | 78 |
| -10 | -8 | 3 | 0.1373% | $39.8 | 2.4 | 61.5% | 78 |
| -10 | -7 | -2 | 0.0694% | $24.9 | 2.4 | 55.8% | 233 |
| -9 | -7 | -4 | -0.1278% | $18.9 | 2.4 | 56.4% | 78 |
| -10 | -5 | 10 | -0.2205% | $46.6 | 2.4 | 58.7% | 75 |
| -10 | -8 | 0 | 0.1373% | $36.7 | 2.4 | 57.7% | 78 |
| -10 | -9 | 6 | 0.1049% | $36.6 | 2.4 | 61.0% | 77 |
| -8 | -3 | -2 | 0.1684% | $16.0 | 2.4 | 57.3% | 157 |
| -9 | -6 | -2 | 0.0406% | $21.8 | 2.3 | 59.1% | 313 |
| -10 | -9 | 2 | 0.1049% | $33.2 | 2.3 | 60.3% | 78 |
| -9 | -6 | -2 | 0.0724% | $21.9 | 2.3 | 56.2% | 235 |
| -7 | -4 | -2 | 0.0796% | $17.7 | 2.3 | 56.8% | 234 |
| -10 | -8 | -3 | 0.0829% | $22.9 | 2.3 | 59.0% | 156 |
| -10 | -7 | 4 | 0.1972% | $38.8 | 2.3 | 61.3% | 75 |
| -10 | -8 | -1 | 0.0496% | $29.2 | 2.3 | 57.3% | 234 |
| -10 | -6 | -2 | 0.2129% | $22.0 | 2.3 | 55.1% | 78 |
| -9 | -3 | -2 | 0.2830% | $15.9 | 2.3 | 57.0% | 79 |
| -10 | -9 | -4 | 0.0552% | $20.7 | 2.3 | 55.8% | 156 |
| -10 | -8 | -3 | 0.0196% | $20.6 | 2.3 | 59.0% | 312 |
| -9 | -8 | 7 | -0.0573% | $33.7 | 2.3 | 56.2% | 153 |
| -9 | -8 | -2 | 0.0615% | $27.5 | 2.2 | 58.6% | 157 |
| -10 | -8 | -1 | 0.0829% | $30.8 | 2.2 | 57.7% | 156 |
| -9 | -4 | -2 | 0.2473% | $20.9 | 2.2 | 57.0% | 79 |
| -7 | -6 | -2 | 0.0406% | $20.4 | 2.2 | 57.7% | 234 |
| -10 | -8 | -5 | 0.0829% | $17.8 | 2.2 | 58.3% | 156 |
| -9 | -5 | -2 | 0.0511% | $18.8 | 2.2 | 55.6% | 313 |
| -10 | -7 | -2 | 0.1156% | $23.4 | 2.2 | 55.1% | 156 |
| -7 | -4 | -2 | 0.2013% | $20.1 | 2.2 | 59.0% | 78 |
| -10 | -9 | -4 | -0.1034% | $19.7 | 2.2 | 55.8% | 77 |
| -10 | -8 | 0 | 0.0196% | $27.7 | 2.2 | 58.0% | 312 |
| -10 | -7 | 5 | 0.1972% | $36.8 | 2.2 | 57.9% | 76 |
| -9 | -7 | -2 | 0.0366% | $21.9 | 2.2 | 57.1% | 312 |
| -10 | -7 | 6 | 0.1972% | $35.9 | 2.2 | 55.4% | 74 |
| -10 | -7 | 10 | 0.1972% | $38.0 | 2.2 | 57.5% | 73 |
| -10 | -8 | 1 | 0.1373% | $32.4 | 2.2 | 56.4% | 78 |
| -10 | -7 | 3 | 0.1972% | $33.4 | 2.2 | 55.1% | 78 |
| -9 | -8 | -2 | 0.0192% | $23.2 | 2.2 | 56.9% | 313 |
| -10 | -5 | -2 | 0.1534% | $20.5 | 2.2 | 58.3% | 156 |
| -10 | -9 | 9 | 0.1049% | $35.5 | 2.2 | 56.0% | 75 |
| -10 | -9 | -5 | 0.0316% | $16.9 | 2.1 | 56.0% | 234 |
| -8 | -3 | -2 | 0.2716% | $15.0 | 2.1 | 57.0% | 79 |
| -10 | -8 | 2 | 0.1373% | $34.4 | 2.1 | 57.1% | 77 |
| -10 | -7 | -1 | 0.0694% | $25.9 | 2.1 | 56.7% | 233 |
| -6 | -3 | -2 | 0.0940% | $12.6 | 2.1 | 57.0% | 235 |
| -10 | -3 | -2 | 0.0685% | $12.6 | 2.1 | 57.1% | 312 |
| -10 | -4 | -1 | 0.0516% | $20.8 | 2.1 | 55.1% | 312 |
| -10 | -4 | -2 | 0.2670% | $20.0 | 2.1 | 59.0% | 78 |
| -8 | -6 | -2 | 0.0585% | $19.1 | 2.1 | 56.2% | 235 |
| -8 | -6 | -1 | 0.0942% | $22.8 | 2.1 | 58.0% | 157 |
| -9 | -7 | -1 | 0.0642% | $25.2 | 2.0 | 58.1% | 234 |
| -10 | -5 | 6 | -0.2205% | $36.8 | 2.0 | 55.3% | 76 |
| Momentum Entry | Momentum Exit | PnL Exit | Threshold | Avg Pnl | Sharpe | Win % | Count Trades |
|---|---|---|---|---|---|---|---|
| -9 | -2 | 0 | -0.1219% | $50.6 | 5.0 | 56.1% | 82 |
| -9 | -2 | 1 | -0.1219% | $43.6 | 4.0 | 57.3% | 82 |
| -10 | -2 | 2 | -0.1312% | $37.3 | 2.7 | 55.4% | 83 |
| -9 | -8 | 3 | -0.0415% | $47.5 | 2.6 | 56.8% | 81 |
| -9 | -8 | 0 | -0.0415% | $40.7 | 2.3 | 58.0% | 81 |
| -9 | -8 | 1 | -0.0415% | $37.3 | 2.2 | 60.5% | 81 |
| -9 | -8 | 4 | -0.0415% | $37.3 | 2.1 | 58.0% | 81 |
| -5 | -3 | 10 | 0.0699% | $31.6 | 2.1 | 55.4% | 83 |
[NbConvertApp] Converting notebook MomentumProjectReport.ipynb to html [NbConvertApp] Writing 6454530 bytes to MomentumProjectReport.html